+572.1%
SNPS vs LNT
+148.3%
+423.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | -4.6% | -1.1% | -3.5% | -4.3% |
| 30D | -3.3% | -1.9% | -1.4% | -2.9% |
| 3M | -13.8% | -7.2% | -6.6% | -12.2% |
| 6M | -8.2% | -3.9% | -4.3% | -7.7% |
| YTD | -15.4% | +5.9% | -21.3% | -17.5% |
| 1Y | +2.4% | +8.4% | -5.9% | -1.1% |
| 3Y | -13.5% | +46.6% | -60.1% | -25.5% |
| 5Y | +19.5% | +32.4% | -13.0% | +5.5% |
| All | +572.1% | +148.3% | +423.9% | +372.0% |
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