+558.9%
RMBS vs LNT
+148.3%
+410.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.8% | -1.0% | +2.8% | +2.0% |
| 30D | -13.9% | -4.2% | -9.7% | -13.2% |
| 3M | -39.8% | -6.7% | -33.1% | -39.2% |
| 6M | -6.0% | -3.6% | -2.4% | -6.0% |
| YTD | -5.4% | +5.9% | -11.2% | -7.5% |
| 1Y | -1.8% | +7.3% | -9.1% | -4.5% |
| 3Y | +53.7% | +46.5% | +7.2% | +35.2% |
| 5Y | +268.5% | +32.5% | +236.1% | +229.7% |
| All | +558.9% | +148.3% | +410.5% | +411.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LNT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling