+32.2%
LNT vs S
-72.3%
+104.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +0.9% |
| 7D | +1.0% | -5.8% | +6.8% | +1.0% |
| 30D | -1.1% | -9.2% | +8.1% | -1.1% |
| 3M | -3.6% | +23.4% | -27.0% | -3.6% |
| 6M | -2.7% | +36.9% | -39.6% | -2.7% |
| YTD | +8.0% | +29.5% | -21.5% | +8.0% |
| 1Y | +10.5% | +5.4% | +5.0% | +10.5% |
| 3Y | +49.6% | +14.7% | +34.9% | +49.3% |
| 5Y | +32.2% | -71.5% | +103.8% | +26.1% |
| All | +32.2% | -72.3% | +104.5% | +26.1% |
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