+154.8%
SO vs LNT
+148.3%
+6.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | +0.1% |
| 7D | -1.1% | -1.1% | 0.0% | -0.2% |
| 30D | -3.7% | -1.9% | -1.8% | -2.2% |
| 3M | -5.9% | -7.2% | +1.3% | +0.2% |
| 6M | -7.3% | -3.9% | -3.4% | -4.3% |
| YTD | +3.1% | +5.9% | -2.8% | -2.0% |
| 1Y | -1.0% | +8.4% | -9.4% | -7.8% |
| 3Y | +43.2% | +46.6% | -3.4% | +1.2% |
| 5Y | +59.1% | +32.4% | +26.7% | +21.3% |
| All | +154.8% | +148.3% | +6.5% | +17.8% |
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