-17.3%
SLB vs LNT
+174.3%
-191.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -4.3% | +1.6% | -5.8% | -4.7% |
| 30D | +1.9% | +12.1% | -10.1% | -1.7% |
| 3M | -5.7% | +8.2% | -13.9% | -8.2% |
| 6M | -5.3% | +3.6% | -9.0% | -6.7% |
| YTD | +32.2% | +16.2% | +16.0% | +25.3% |
| 1Y | +38.5% | +12.8% | +25.7% | +32.5% |
| 3Y | +1.1% | +66.5% | -65.4% | -15.5% |
| 5Y | +70.3% | +53.8% | +16.5% | +43.6% |
| 10Y | -17.3% | +182.5% | -199.8% | -30.5% |
| All | -17.3% | +174.3% | -191.6% | -30.5% |
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