+420.8%
RSG vs LNT
+148.3%
+272.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | 0.0% | -1.0% | +1.1% | +0.5% |
| 30D | +4.0% | -4.2% | +8.2% | +6.1% |
| 3M | +7.4% | -6.7% | +14.0% | +11.0% |
| 6M | +0.1% | -3.6% | +3.7% | +1.7% |
| YTD | +6.0% | +5.9% | +0.1% | +2.8% |
| 1Y | -3.0% | +7.3% | -10.2% | -6.6% |
| 3Y | +56.5% | +46.5% | +10.0% | +27.5% |
| 5Y | +90.9% | +32.5% | +58.5% | +61.8% |
| All | +420.8% | +148.3% | +272.5% | +251.6% |
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