+11.1%
SMR vs LNT
+37.0%
-25.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.9% | +14.3% | +14.8% |
| 7D | +21.4% | +1.0% | +20.4% | +20.9% |
| 30D | +13.8% | -1.1% | +14.9% | +14.4% |
| 3M | +3.9% | -3.6% | +7.5% | +4.7% |
| 6M | -4.2% | -2.7% | -1.5% | -4.3% |
| YTD | -21.1% | +8.0% | -29.1% | -26.0% |
| 1Y | -67.1% | +10.5% | -77.5% | -69.6% |
| 3Y | +88.9% | +49.6% | +39.3% | +40.9% |
| All | +11.1% | +37.0% | -25.8% | -13.3% |
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