+236.6%
SAP vs LNT
+186.9%
+49.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.2% |
| 7D | +0.6% | +1.0% | -0.4% | +0.3% |
| 30D | +6.5% | +9.6% | -3.1% | +3.6% |
| 3M | +12.2% | +5.4% | +6.8% | +10.4% |
| 6M | +46.1% | +3.1% | +42.9% | +44.3% |
| YTD | -1.6% | +16.5% | -18.1% | -6.8% |
| 1Y | -5.1% | +12.3% | -17.4% | -9.1% |
| 3Y | +68.4% | +70.3% | -1.9% | +39.0% |
| 5Y | +79.4% | +56.4% | +23.0% | +50.5% |
| All | +236.6% | +186.9% | +49.7% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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