+144.2%
LNT vs SPXS
-99.6%
+243.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | -0.4% |
| 7D | -1.0% | +2.5% | -3.5% | -0.6% |
| 30D | -4.2% | +4.2% | -8.4% | -3.5% |
| 3M | -6.7% | -9.3% | +2.6% | -8.0% |
| 6M | -3.6% | -30.7% | +27.1% | -8.9% |
| YTD | +5.9% | -28.1% | +33.9% | +0.8% |
| 1Y | +7.3% | -35.1% | +42.3% | +0.6% |
| 3Y | +46.5% | -79.6% | +126.1% | +15.5% |
| 5Y | +32.5% | -86.3% | +118.7% | +4.0% |
| All | +144.2% | -99.6% | +243.7% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling