+1,239.3%
LNT vs SNY
+241.9%
+997.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.0% | -3.3% | +2.3% | -0.1% |
| 30D | -4.2% | -2.2% | -2.1% | -3.7% |
| 3M | -6.7% | -3.0% | -3.6% | -6.0% |
| 6M | -3.6% | +2.7% | -6.3% | -4.6% |
| YTD | +5.9% | -6.8% | +12.7% | +7.5% |
| 1Y | +7.3% | -5.3% | +12.5% | +8.0% |
| 3Y | +46.5% | -9.8% | +56.3% | +46.3% |
| 5Y | +32.5% | +9.7% | +22.8% | +23.0% |
| 10Y | +147.9% | +64.5% | +83.4% | +99.8% |
| All | +1,239.3% | +241.9% | +997.3% | +664.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling