+2,233.8%
SAP vs LNT
+1,848.5%
+385.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | +9.0% | -3.2% | +12.2% | +10.2% |
| 3M | +14.9% | -4.1% | +19.0% | +16.6% |
| 6M | +11.9% | -4.6% | +16.5% | +13.3% |
| YTD | -9.9% | +7.0% | -16.9% | -13.0% |
| 1Y | -19.5% | +8.3% | -27.8% | -22.8% |
| 3Y | +61.8% | +51.0% | +10.8% | +34.1% |
| 5Y | +56.2% | +30.2% | +26.0% | +35.2% |
| 10Y | +180.6% | +143.6% | +37.0% | +80.8% |
| All | +2,233.8% | +1,848.5% | +385.2% | +618.8% |
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