+1,302.2%
LNT vs SBAC
+2,208.1%
-905.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.0% | +0.1% |
| 7D | -0.1% | -0.8% | +0.7% | 0.0% |
| 30D | -3.2% | +6.9% | -10.1% | -3.8% |
| 3M | -4.1% | -8.2% | +4.2% | -3.4% |
| 6M | -4.6% | -1.6% | -2.9% | -4.8% |
| YTD | +7.0% | -0.1% | +7.1% | +6.6% |
| 1Y | +8.3% | -0.5% | +8.7% | +7.8% |
| 3Y | +51.0% | -9.1% | +60.1% | +51.4% |
| 5Y | +30.2% | -43.8% | +74.0% | +36.1% |
| 10Y | +143.6% | +80.5% | +63.1% | +131.9% |
| All | +1,302.2% | +2,208.1% | -905.9% | +933.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling