+309.7%
SN vs LNT
+38.7%
+270.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.1% |
| 7D | -3.4% | +0.2% | -3.6% | -3.4% |
| 30D | -9.1% | -0.5% | -8.5% | -9.0% |
| 3M | +31.8% | -5.5% | +37.3% | +33.5% |
| 6M | +52.0% | -3.8% | +55.8% | +53.1% |
| YTD | +51.3% | +6.8% | +44.5% | +47.9% |
| 1Y | +46.9% | +9.3% | +37.5% | +42.0% |
| 3Y | +394.9% | +47.9% | +347.0% | +326.8% |
| All | +309.7% | +38.7% | +270.9% | +348.5% |
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