+4.3%
ROL vs LNT
+65.0%
-60.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +3.4% | +1.6% | +1.8% | +2.8% |
| 30D | +20.8% | +12.1% | +8.7% | +15.4% |
| 3M | +3.7% | +8.2% | -4.5% | +0.4% |
| 6M | -27.7% | +3.6% | -31.3% | -28.8% |
| YTD | -34.9% | +16.2% | -51.1% | -39.0% |
| 1Y | -33.3% | +12.8% | -46.1% | -36.7% |
| 3Y | +4.3% | +66.5% | -62.2% | -10.3% |
| All | +4.3% | +65.0% | -60.7% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling