+56.5%
SAP vs LNT
+50.4%
+6.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.8% |
| 7D | -0.3% | +1.0% | -1.3% | -0.4% |
| 30D | +2.6% | -1.1% | +3.7% | +2.7% |
| 3M | +16.3% | -3.6% | +19.8% | +16.8% |
| 6M | +6.4% | -2.7% | +9.0% | +6.6% |
| YTD | -11.4% | +8.0% | -19.4% | -12.8% |
| 1Y | -20.4% | +10.5% | -30.9% | -22.1% |
| 3Y | +56.5% | +49.6% | +6.9% | +48.1% |
| All | +56.5% | +50.4% | +6.1% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling