-33.3%
SIMO vs LNT
+1.0%
-34.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +3.1% |
| 7D | -22.0% | +1.4% | -23.4% | -20.6% |
| 30D | -43.0% | +12.3% | -55.3% | -37.9% |
| 3M | -39.1% | +5.3% | -44.5% | -35.8% |
| 6M | -33.3% | +2.0% | -35.3% | -32.0% |
| All | -33.3% | +1.0% | -34.3% | -32.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling