+3,155.8%
LNT vs SAN
+2,116.5%
+1,039.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -0.1% | +1.8% | -1.9% | -0.4% |
| 30D | -3.2% | +2.0% | -5.2% | -3.5% |
| 3M | -4.1% | +19.7% | -23.8% | -6.9% |
| 6M | -4.6% | +30.6% | -35.2% | -8.9% |
| YTD | +7.0% | +28.8% | -21.8% | +2.1% |
| 1Y | +8.3% | +57.8% | -49.5% | -0.1% |
| 3Y | +51.0% | +338.1% | -287.1% | +17.3% |
| 5Y | +30.2% | +384.2% | -354.1% | -2.6% |
| 10Y | +143.6% | +353.1% | -209.6% | +74.7% |
| All | +3,155.8% | +2,116.5% | +1,039.4% | +1,870.5% |
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