+407.5%
SIMO vs LNT
+174.3%
+233.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -16.0% | +1.6% | -17.6% | -16.2% |
| 30D | -35.8% | +12.1% | -47.8% | -36.7% |
| 3M | -26.5% | +8.2% | -34.7% | -27.3% |
| 6M | -33.0% | +3.6% | -36.6% | -33.5% |
| YTD | +84.3% | +16.2% | +68.2% | +79.2% |
| 1Y | +82.0% | +12.8% | +69.2% | +77.7% |
| 3Y | +218.5% | +66.5% | +152.0% | +187.1% |
| 5Y | +175.0% | +53.8% | +121.2% | +148.9% |
| 10Y | +407.5% | +182.5% | +225.0% | +314.5% |
| All | +407.5% | +174.3% | +233.2% | +314.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling