+126.9%
LNT vs SEI
+644.4%
-517.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -0.2% |
| 7D | -1.0% | +22.6% | -23.6% | -2.0% |
| 30D | -4.2% | +9.1% | -13.3% | -4.7% |
| 3M | -6.7% | -11.3% | +4.7% | -6.6% |
| 6M | -3.6% | +22.0% | -25.6% | -5.2% |
| YTD | +5.9% | +47.3% | -41.4% | +2.9% |
| 1Y | +7.3% | +124.8% | -117.5% | +1.4% |
| 3Y | +46.5% | +591.3% | -544.8% | +23.4% |
| 5Y | +32.5% | +1,008.2% | -975.8% | +4.9% |
| All | +126.9% | +644.4% | -517.5% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 10y: compounded portfolio wealth divided by compounded SEI 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…
10y analysis · Full analysis span regression · 6 months rolling