+3,425.8%
LNT vs SAN
+1,723.1%
+1,702.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.3% |
| 7D | -0.5% | +1.0% | -1.5% | -0.7% |
| 30D | +9.9% | -9.4% | +19.3% | +11.4% |
| 3M | +4.8% | -17.1% | +21.9% | +7.6% |
| 6M | +2.2% | +2.2% | 0.0% | +1.4% |
| YTD | +15.9% | +6.0% | +9.9% | +13.6% |
| 1Y | +10.6% | +12.7% | -2.2% | +7.3% |
| 3Y | +66.1% | +242.1% | -176.1% | +33.9% |
| 5Y | +55.6% | +293.6% | -238.0% | +20.2% |
| 10Y | +182.8% | +266.1% | -83.3% | +109.5% |
| All | +3,425.8% | +1,723.1% | +1,702.7% | +2,094.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling