+1,878.6%
LNT vs SM
+1,608.3%
+270.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.1% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -3.2% | +26.3% | -29.5% | -4.5% |
| 3M | -4.1% | +8.7% | -12.7% | -4.7% |
| 6M | -4.6% | +51.7% | -56.2% | -7.2% |
| YTD | +7.0% | +99.0% | -92.0% | +2.3% |
| 1Y | +8.3% | +34.6% | -26.3% | +5.6% |
| 3Y | +51.0% | -7.8% | +58.8% | +48.6% |
| 5Y | +30.2% | +104.8% | -74.6% | +19.9% |
| 10Y | +143.6% | +7.2% | +136.3% | +102.8% |
| All | +1,878.6% | +1,608.3% | +270.3% | +1,176.8% |
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