+31.6%
LNT vs SAN
+384.1%
-352.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | +0.2% | -0.5% | +0.7% | +0.2% |
| 30D | -0.5% | -0.1% | -0.4% | -0.5% |
| 3M | -5.5% | +19.6% | -25.2% | -7.2% |
| 6M | -3.8% | +32.7% | -36.5% | -6.6% |
| YTD | +6.8% | +26.7% | -19.9% | +3.9% |
| 1Y | +9.3% | +51.6% | -42.3% | +4.0% |
| 3Y | +47.9% | +348.7% | -300.8% | +23.2% |
| 5Y | +31.6% | +378.7% | -347.1% | +4.9% |
| All | +31.6% | +384.1% | -352.5% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling