+271.4%
RMBS vs LNT
+31.6%
+239.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +0.8% |
| 7D | +3.5% | +0.2% | +3.3% | +3.5% |
| 30D | -8.6% | -0.5% | -8.1% | -8.6% |
| 3M | -40.3% | -5.5% | -34.8% | -40.5% |
| 6M | -1.0% | -3.8% | +2.8% | -1.4% |
| YTD | -4.6% | +6.8% | -11.4% | -5.5% |
| 1Y | +17.6% | +9.3% | +8.3% | +16.3% |
| 3Y | +58.6% | +47.9% | +10.7% | +50.7% |
| All | +271.4% | +31.6% | +239.8% | +252.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling