+5,976.4%
SO vs LNT
+3,155.8%
+2,820.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.2% | -0.1% | -0.1% | -0.1% |
| 30D | -4.6% | -3.2% | -1.4% | -2.8% |
| 3M | -3.0% | -4.1% | +1.0% | -0.7% |
| 6M | -8.3% | -4.6% | -3.7% | -5.7% |
| YTD | +3.5% | +7.0% | -3.5% | -0.3% |
| 1Y | -0.9% | +8.3% | -9.2% | -5.2% |
| 3Y | +45.4% | +51.0% | -5.6% | +15.2% |
| 5Y | +59.6% | +30.2% | +29.5% | +37.2% |
| 10Y | +156.6% | +143.6% | +13.0% | +64.8% |
| All | +5,976.4% | +3,155.8% | +2,820.5% | +1,269.8% |
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 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