-14.4%
SMR vs LNT
+34.3%
-48.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | 0.0% | -15.7% | -15.7% |
| 7D | -11.2% | -1.0% | -10.2% | -10.7% |
| 30D | -10.2% | -4.2% | -6.0% | -8.5% |
| 3M | -10.0% | -6.7% | -3.4% | -7.9% |
| 6M | -30.5% | -3.6% | -26.9% | -30.3% |
| YTD | -39.2% | +5.9% | -45.1% | -42.5% |
| 1Y | -75.5% | +7.3% | -82.8% | -77.1% |
| 3Y | +45.4% | +46.5% | -1.0% | +9.5% |
| All | -14.4% | +34.3% | -48.7% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling