-66.3%
SE vs LNT
+31.1%
-97.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.9% |
| 7D | -3.6% | +0.2% | -3.8% | -3.6% |
| 30D | -5.3% | -0.5% | -4.8% | -5.2% |
| 3M | +28.1% | -5.5% | +33.6% | +28.7% |
| 6M | +20.7% | -3.8% | +24.5% | +20.9% |
| YTD | -14.8% | +6.8% | -21.6% | -16.3% |
| 1Y | -43.6% | +9.3% | -52.9% | -44.9% |
| 3Y | +184.2% | +47.9% | +136.3% | +161.9% |
| 5Y | -66.3% | +31.6% | -97.9% | -70.0% |
| All | -66.3% | +31.1% | -97.4% | -70.0% |
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