-13.6%
SKDD vs LNT
-2.8%
-10.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.3% | +8.1% | +5.5% |
| 7D | +28.7% | +7.2% | +21.5% | +13.3% |
| 30D | +54.1% | +15.6% | +38.4% | +31.0% |
| 3M | -22.7% | +5.2% | -27.9% | -25.4% |
| All | -13.6% | -2.8% | -10.8% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling