+1,227.0%
LNT vs SPYG
+561.6%
+665.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +1.0% | +1.2% | -0.2% | +0.5% |
| 30D | -1.1% | -1.6% | +0.5% | -0.5% |
| 3M | -3.6% | +3.4% | -7.0% | -5.2% |
| 6M | -2.7% | +18.9% | -21.6% | -10.0% |
| YTD | +8.0% | +13.8% | -5.8% | +1.5% |
| 1Y | +10.5% | +20.6% | -10.1% | +1.0% |
| 3Y | +49.6% | +100.5% | -50.9% | +7.1% |
| 5Y | +32.2% | +84.6% | -52.4% | -3.9% |
| 10Y | +141.8% | +410.8% | -269.0% | +7.5% |
| All | +1,227.0% | +561.6% | +665.4% | +266.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling