+49.6%
LNT vs SAN
+356.8%
-307.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +1.0% | +3.3% | -2.3% | +0.7% |
| 30D | -1.1% | +1.1% | -2.2% | -1.2% |
| 3M | -3.6% | +22.2% | -25.8% | -5.3% |
| 6M | -2.7% | +36.0% | -38.7% | -5.5% |
| YTD | +8.0% | +28.2% | -20.2% | +5.0% |
| 1Y | +10.5% | +54.1% | -43.7% | +4.6% |
| 3Y | +49.6% | +354.2% | -304.7% | +15.0% |
| All | +49.6% | +356.8% | -307.2% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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