+1.5%
SMR vs LNT
+34.2%
-32.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -5.2% |
| 7D | +4.7% | -1.1% | +5.8% | +5.3% |
| 30D | +3.2% | -1.9% | +5.2% | +4.1% |
| 3M | +9.9% | -7.2% | +17.1% | +12.8% |
| 6M | -15.1% | -3.9% | -11.2% | -14.8% |
| YTD | -27.9% | +5.9% | -33.8% | -31.8% |
| 1Y | -70.2% | +8.4% | -78.6% | -72.3% |
| 3Y | +72.5% | +46.6% | +25.9% | +29.8% |
| All | +1.5% | +34.2% | -32.7% | -20.1% |
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