+31.6%
LNT vs SBAC
-44.9%
+76.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | +0.2% | +0.2% | 0.0% | +0.1% |
| 30D | -0.5% | +3.9% | -4.4% | -1.8% |
| 3M | -5.5% | -8.2% | +2.7% | -3.2% |
| 6M | -3.8% | -2.8% | -1.0% | -4.2% |
| YTD | +6.8% | -1.5% | +8.4% | +5.7% |
| 1Y | +9.3% | 0.0% | +9.3% | +7.3% |
| 3Y | +47.9% | -8.4% | +56.3% | +48.0% |
| 5Y | +31.6% | -43.5% | +75.1% | +56.5% |
| All | +31.6% | -44.9% | +76.6% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling