+1,171.7%
LNT vs SGI
+2,083.6%
-911.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -0.1% | +8.5% | -8.6% | -0.9% |
| 30D | -3.2% | +0.7% | -3.9% | -3.3% |
| 3M | -4.1% | +0.6% | -4.7% | -4.3% |
| 6M | -4.6% | -17.9% | +13.4% | -3.1% |
| YTD | +7.0% | -21.2% | +28.2% | +8.9% |
| 1Y | +8.3% | -18.9% | +27.1% | +9.7% |
| 3Y | +51.0% | +52.6% | -1.6% | +42.1% |
| 5Y | +30.2% | +60.7% | -30.6% | +19.6% |
| 10Y | +143.6% | +278.1% | -134.5% | +92.6% |
| All | +1,171.7% | +2,083.6% | -911.9% | +598.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling