+196.3%
SO vs LNT
+184.1%
+12.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.2% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | +7.8% | +11.6% | -3.8% | -2.0% |
| 3M | +2.9% | +8.2% | -5.2% | -3.9% |
| 6M | +2.5% | +3.1% | -0.7% | -0.4% |
| YTD | +10.3% | +16.8% | -6.5% | -3.8% |
| 1Y | +6.4% | +11.6% | -5.2% | -3.5% |
| 3Y | +52.8% | +67.4% | -14.6% | -3.9% |
| 5Y | +78.7% | +56.8% | +21.9% | +17.2% |
| 10Y | +196.3% | +185.0% | +11.3% | +20.2% |
| All | +196.3% | +184.1% | +12.2% | +20.2% |
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