+63.7%
SPG vs LNT
+140.9%
-77.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.8% |
| 7D | -1.7% | +0.2% | -1.8% | -1.7% |
| 30D | -6.3% | -0.5% | -5.8% | -6.0% |
| 3M | -2.4% | -5.5% | +3.1% | +0.9% |
| 6M | +9.6% | -3.8% | +13.4% | +11.9% |
| YTD | +14.2% | +6.8% | +7.4% | +9.2% |
| 1Y | +19.3% | +9.3% | +10.0% | +12.3% |
| 3Y | +106.7% | +47.9% | +58.8% | +58.5% |
| 5Y | +104.2% | +31.6% | +72.6% | +65.8% |
| 10Y | +63.7% | +150.1% | -86.5% | -3.7% |
| All | +63.7% | +140.9% | -77.2% | -3.7% |
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