+2,475.8%
SAP vs LNT
+2,022.0%
+453.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.3% |
| 7D | +1.6% | +0.6% | +1.0% | +1.4% |
| 30D | +10.5% | +12.4% | -1.9% | +5.6% |
| 3M | +15.2% | +6.7% | +8.5% | +12.1% |
| 6M | +36.7% | +3.9% | +32.7% | +34.0% |
| YTD | -0.6% | +16.5% | -17.1% | -7.2% |
| 1Y | -4.1% | +12.5% | -16.6% | -9.3% |
| 3Y | +73.2% | +66.9% | +6.4% | +38.2% |
| 5Y | +74.1% | +56.1% | +18.0% | +40.3% |
| 10Y | +222.9% | +173.2% | +49.7% | +99.1% |
| All | +2,475.8% | +2,022.0% | +453.8% | +667.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling