+74.1%
SAP vs LNT
+56.3%
+17.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.5% |
| 7D | +1.6% | +0.6% | +1.0% | +1.5% |
| 30D | +10.5% | +12.4% | -1.9% | +7.9% |
| 3M | +15.2% | +6.7% | +8.5% | +13.6% |
| 6M | +36.7% | +3.9% | +32.7% | +35.4% |
| YTD | -0.6% | +16.5% | -17.1% | -4.4% |
| 1Y | -4.1% | +12.5% | -16.6% | -7.0% |
| 3Y | +73.2% | +66.9% | +6.4% | +50.8% |
| 5Y | +74.1% | +56.1% | +18.0% | +52.9% |
| All | +74.1% | +56.3% | +17.8% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling