+70.3%
LNT vs SBAC
-6.5%
+76.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.1% |
| 7D | +1.0% | +0.6% | +0.4% | +0.9% |
| 30D | +9.6% | +5.5% | +4.1% | +8.0% |
| 3M | +5.4% | +3.1% | +2.3% | +4.3% |
| 6M | +3.1% | -7.0% | +10.1% | +4.7% |
| YTD | +16.5% | +0.5% | +16.0% | +14.9% |
| 1Y | +12.3% | +0.2% | +12.1% | +10.9% |
| 3Y | +70.3% | -7.4% | +77.7% | +74.1% |
| All | +70.3% | -6.5% | +76.8% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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