+33.2%
LNT vs SIRI
-41.5%
+74.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -1.0% | +0.6% | -1.6% | -1.1% |
| 30D | -4.2% | +2.5% | -6.7% | -4.5% |
| 3M | -6.7% | +6.6% | -13.3% | -7.3% |
| 6M | -3.6% | +32.9% | -36.5% | -6.1% |
| YTD | +5.9% | +50.5% | -44.6% | +1.9% |
| 1Y | +7.3% | +28.0% | -20.7% | +4.6% |
| 3Y | +46.5% | -22.4% | +68.9% | +47.0% |
| All | +33.2% | -41.5% | +74.7% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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