+32.2%
LNT vs SM
+111.2%
-79.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +0.9% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | -1.1% | +31.5% | -32.6% | -1.8% |
| 3M | -3.6% | +17.3% | -20.9% | -4.0% |
| 6M | -2.7% | +48.5% | -51.2% | -3.9% |
| YTD | +8.0% | +106.3% | -98.3% | +5.4% |
| 1Y | +10.5% | +47.3% | -36.8% | +8.8% |
| 3Y | +49.6% | -1.4% | +51.0% | +47.7% |
| 5Y | +32.2% | +114.0% | -81.8% | +30.2% |
| All | +32.2% | +111.2% | -79.0% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling