+318.8%
LNT vs SFM
+48.8%
+270.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | +1.0% | +6.0% | -5.0% | +0.5% |
| 30D | +9.6% | -19.5% | +29.1% | +11.2% |
| 3M | +5.4% | -37.0% | +42.4% | +9.2% |
| 6M | +3.1% | -41.0% | +44.1% | +7.3% |
| YTD | +16.5% | -34.6% | +51.1% | +19.7% |
| 1Y | +12.3% | -36.3% | +48.6% | +15.6% |
| 3Y | +70.3% | +24.5% | +45.8% | +61.7% |
| 5Y | +56.4% | +115.9% | -59.5% | +39.8% |
| 10Y | +184.3% | +139.5% | +44.8% | +146.5% |
| All | +318.8% | +48.8% | +270.0% | +270.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling