+31.6%
LNT vs SGI
+56.1%
-24.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.9% |
| 7D | +0.2% | +0.6% | -0.4% | +0.1% |
| 30D | -0.5% | +5.5% | -6.0% | -1.1% |
| 3M | -5.5% | -3.6% | -1.9% | -5.3% |
| 6M | -3.8% | -15.0% | +11.2% | -2.6% |
| YTD | +6.8% | -23.0% | +29.9% | +9.0% |
| 1Y | +9.3% | -18.4% | +27.7% | +10.7% |
| 3Y | +47.9% | +57.8% | -9.8% | +38.0% |
| 5Y | +31.6% | +51.5% | -19.9% | +17.8% |
| All | +31.6% | +56.1% | -24.5% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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