+452.3%
SIMO vs LNT
+50.4%
+401.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.2% | +6.3% |
| 7D | +14.6% | +1.0% | +13.6% | +14.7% |
| 30D | +6.2% | -1.1% | +7.3% | +6.0% |
| 3M | +3.6% | -3.6% | +7.2% | +2.8% |
| 6M | +130.8% | -2.7% | +133.4% | +129.1% |
| YTD | +195.8% | +8.0% | +187.8% | +193.7% |
| 1Y | +225.0% | +10.5% | +214.6% | +222.7% |
| 3Y | +452.3% | +49.6% | +402.7% | +436.6% |
| All | +452.3% | +50.4% | +401.9% | +436.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling