+144.2%
LNT vs SFM
+271.4%
-127.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -1.0% | -10.6% | +9.6% | +0.1% |
| 30D | -4.2% | -15.5% | +11.2% | -2.6% |
| 3M | -6.7% | -17.4% | +10.8% | -5.0% |
| 6M | -3.6% | -3.4% | -0.1% | -3.8% |
| YTD | +5.9% | -8.7% | +14.6% | +6.1% |
| 1Y | +7.3% | -47.2% | +54.4% | +13.7% |
| 3Y | +46.5% | +82.7% | -36.2% | +31.6% |
| 5Y | +32.5% | +214.3% | -181.8% | +10.1% |
| All | +144.2% | +271.4% | -127.2% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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