+32.4%
LNT vs SITM
+176.0%
-143.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -0.9% |
| 7D | -1.1% | +4.8% | -5.9% | -1.1% |
| 30D | -1.9% | -9.7% | +7.8% | -1.9% |
| 3M | -7.2% | -9.3% | +2.2% | -7.2% |
| 6M | -3.9% | +69.5% | -73.4% | -4.4% |
| YTD | +5.9% | +70.5% | -64.7% | +5.3% |
| 1Y | +8.4% | +145.3% | -136.9% | +7.4% |
| 3Y | +46.6% | +432.8% | -386.2% | +42.1% |
| 5Y | +32.4% | +174.0% | -141.6% | +26.0% |
| All | +32.4% | +176.0% | -143.6% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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