+46.5%
LNT vs SNY
-9.6%
+56.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.0% | -3.3% | +2.3% | -0.6% |
| 30D | -4.2% | -2.2% | -2.1% | -4.0% |
| 3M | -6.7% | -3.0% | -3.6% | -6.4% |
| 6M | -3.6% | +2.7% | -6.3% | -4.0% |
| YTD | +5.9% | -6.8% | +12.7% | +6.6% |
| 1Y | +7.3% | -5.3% | +12.5% | +7.6% |
| 3Y | +46.5% | -9.8% | +56.3% | +46.9% |
| All | +46.5% | -9.6% | +56.1% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 3y: compounded portfolio wealth divided by compounded SNY 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…
3y analysis · Full analysis span regression · 6 months rolling