+589.4%
SE vs LNT
+105.8%
+483.5%
-90.5%
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 | -6.1% | -0.1% | -6.0% | -6.1% |
| 30D | -2.5% | -3.2% | +0.7% | -1.6% |
| 3M | +21.7% | -4.1% | +25.8% | +22.7% |
| 6M | +27.0% | -4.6% | +31.6% | +28.0% |
| YTD | -12.1% | +7.0% | -19.1% | -14.6% |
| 1Y | -40.9% | +8.3% | -49.2% | -42.9% |
| 3Y | +191.0% | +51.0% | +140.0% | +149.9% |
| 5Y | -68.3% | +30.2% | -98.4% | -71.7% |
| All | +589.4% | +105.8% | +483.5% | +373.6% |
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