+44.5%
LNT vs S
-56.8%
+101.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -0.1% | -7.7% | +7.6% | -0.1% |
| 30D | -3.2% | -5.3% | +2.2% | -3.2% |
| 3M | -4.1% | +20.3% | -24.3% | -4.0% |
| 6M | -4.6% | +47.4% | -51.9% | -4.5% |
| YTD | +7.0% | +32.5% | -25.5% | +7.1% |
| 1Y | +8.3% | +9.5% | -1.2% | +8.4% |
| 3Y | +51.0% | +15.5% | +35.5% | +51.0% |
| 5Y | +30.2% | -71.2% | +101.4% | +24.9% |
| All | +44.5% | -56.8% | +101.3% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling