-34.1%
ROL vs LNT
+10.8%
-44.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | -1.7% | -0.5% | -1.2% | -1.5% |
| 30D | +18.5% | +9.9% | +8.6% | +14.9% |
| 3M | +4.3% | +4.8% | -0.4% | +2.2% |
| 6M | -27.7% | +2.2% | -29.9% | -28.6% |
| YTD | -35.8% | +15.9% | -51.7% | -37.1% |
| 1Y | -34.1% | +10.6% | -44.6% | -34.6% |
| All | -34.1% | +10.8% | -44.9% | -34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling