+2,101.2%
SIMO vs LNT
+1,016.3%
+1,084.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.6% |
| 7D | -22.0% | +1.4% | -23.4% | -22.6% |
| 30D | -43.0% | +12.3% | -55.3% | -46.1% |
| 3M | -39.1% | +5.3% | -44.5% | -40.8% |
| 6M | -33.3% | +2.0% | -35.3% | -34.7% |
| YTD | +77.0% | +15.3% | +61.7% | +63.3% |
| 1Y | +73.0% | +12.3% | +60.7% | +61.4% |
| 3Y | +215.7% | +59.1% | +156.6% | +145.9% |
| 5Y | +155.6% | +51.7% | +103.9% | +97.6% |
| 10Y | +388.4% | +170.1% | +218.2% | +148.3% |
| All | +2,101.2% | +1,016.3% | +1,084.9% | +325.7% |
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