+59.8%
LNT vs SITM
+4,507.3%
-4,447.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.1% | +1.0% |
| 7D | +1.0% | +8.4% | -7.3% | +0.8% |
| 30D | -1.1% | -17.4% | +16.3% | -0.7% |
| 3M | -3.6% | -9.8% | +6.2% | -3.6% |
| 6M | -2.7% | +83.0% | -85.6% | -4.8% |
| YTD | +8.0% | +69.6% | -61.6% | +5.7% |
| 1Y | +10.5% | +144.9% | -134.4% | +6.7% |
| 3Y | +49.6% | +429.9% | -380.3% | +37.7% |
| 5Y | +32.2% | +169.2% | -136.9% | +20.9% |
| All | +59.8% | +4,507.3% | -4,447.5% | +9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling