+56.1%
LNT vs S
-66.6%
+122.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.0% | -7.0% | +1.1% |
| 7D | +0.6% | +1.6% | -1.0% | +0.6% |
| 30D | +12.4% | -10.5% | +22.9% | +12.4% |
| 3M | +6.7% | +9.9% | -3.2% | +6.7% |
| 6M | +3.9% | +41.8% | -37.8% | +3.9% |
| YTD | +16.5% | +56.8% | -40.3% | +16.5% |
| 1Y | +12.5% | +39.0% | -26.5% | +12.5% |
| 3Y | +66.9% | +53.8% | +13.0% | +66.7% |
| 5Y | +56.1% | -68.6% | +124.7% | +49.4% |
| All | +56.1% | -66.6% | +122.7% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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