+32.4%
LNT vs SPXS
-85.4%
+117.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.7% |
| 7D | -1.1% | +6.4% | -7.5% | -0.4% |
| 30D | -1.9% | +6.0% | -7.9% | -1.3% |
| 3M | -7.2% | -11.6% | +4.5% | -8.3% |
| 6M | -3.9% | -28.7% | +24.8% | -7.3% |
| YTD | +5.9% | -26.3% | +32.1% | +2.6% |
| 1Y | +8.4% | -34.9% | +43.3% | +3.6% |
| 3Y | +46.6% | -79.5% | +126.1% | +22.0% |
| 5Y | +32.4% | -85.9% | +118.4% | +6.8% |
| All | +32.4% | -85.4% | +117.8% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling