+46.5%
LNT vs SPYG
+96.8%
-50.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | -1.1% | -1.8% | +0.7% | -1.1% |
| 30D | -1.9% | -1.9% | 0.0% | -1.9% |
| 3M | -7.2% | +5.2% | -12.3% | -7.2% |
| 6M | -3.9% | +15.6% | -19.5% | -4.3% |
| YTD | +5.9% | +12.4% | -6.5% | +5.5% |
| 1Y | +8.4% | +17.5% | -9.1% | +7.7% |
| All | +46.5% | +96.8% | -50.3% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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