+0.8%
ROL vs LNT
+50.4%
-49.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.5% | -2.9% |
| 7D | -3.4% | +1.0% | -4.4% | -3.8% |
| 30D | -6.9% | -1.1% | -5.8% | -6.6% |
| 3M | -24.6% | -3.6% | -21.0% | -23.6% |
| 6M | -39.5% | -2.7% | -36.9% | -39.0% |
| YTD | -41.1% | +8.0% | -49.1% | -43.1% |
| 1Y | -37.9% | +10.5% | -48.4% | -40.6% |
| 3Y | +0.8% | +49.6% | -48.8% | -11.8% |
| All | +0.8% | +50.4% | -49.6% | -11.8% |
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