+2,042.7%
LNT vs SM
+1,436.3%
+606.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.2% | -5.9% | -1.1% |
| 7D | -0.5% | +10.6% | -11.1% | -1.1% |
| 30D | +9.9% | -15.0% | +24.9% | +10.7% |
| 3M | +4.8% | +1.7% | +3.1% | +4.4% |
| 6M | +2.2% | +5.9% | -3.7% | +1.3% |
| YTD | +15.9% | +79.0% | -63.1% | +11.2% |
| 1Y | +10.6% | +84.7% | -74.1% | +5.8% |
| 3Y | +66.1% | -3.5% | +69.5% | +62.7% |
| 5Y | +55.6% | +4.9% | +50.7% | +49.0% |
| 10Y | +182.8% | +17.7% | +165.1% | +132.6% |
| All | +2,042.7% | +1,436.3% | +606.5% | +1,287.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling