+53.8%
LNT vs SM
-10.9%
+64.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.3% |
| 7D | +1.6% | -19.5% | +21.1% | +2.0% |
| 30D | +12.1% | -20.2% | +32.3% | +12.6% |
| 3M | +8.2% | -6.5% | +14.7% | +8.1% |
| 6M | +3.6% | +1.6% | +2.1% | +3.2% |
| YTD | +16.2% | +61.2% | -45.1% | +13.5% |
| 1Y | +12.8% | +65.4% | -52.6% | +10.0% |
| 3Y | +66.5% | -13.0% | +79.5% | +64.1% |
| 5Y | +53.8% | -4.3% | +58.1% | +53.0% |
| All | +53.8% | -10.9% | +64.7% | +53.0% |
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