+183.1%
LNT vs SM
+18.0%
+165.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.0% | +9.4% | -8.3% | +0.9% |
| 30D | +9.6% | -14.4% | +24.0% | +9.8% |
| 3M | +5.4% | +1.6% | +3.8% | +5.3% |
| 6M | +3.1% | +6.3% | -3.2% | +2.9% |
| YTD | +16.5% | +78.8% | -62.3% | +15.1% |
| 1Y | +12.3% | +83.1% | -70.8% | +10.9% |
| 3Y | +70.3% | -5.9% | +76.2% | +69.3% |
| 5Y | +56.4% | +4.8% | +51.6% | +54.7% |
| All | +183.1% | +18.0% | +165.1% | +152.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling