+115.9%
SPG vs LNT
+184.1%
-68.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.2% |
| 7D | +2.7% | -0.2% | +2.9% | +2.9% |
| 30D | +16.6% | +11.6% | +4.9% | +9.0% |
| 3M | +8.1% | +8.2% | -0.1% | +2.9% |
| 6M | +19.3% | +3.1% | +16.2% | +16.8% |
| YTD | +31.1% | +16.8% | +14.3% | +18.6% |
| 1Y | +32.8% | +11.6% | +21.2% | +23.5% |
| 3Y | +135.8% | +67.4% | +68.4% | +67.2% |
| 5Y | +85.1% | +56.8% | +28.3% | +34.1% |
| 10Y | +115.9% | +185.0% | -69.1% | +18.5% |
| All | +115.9% | +184.1% | -68.1% | +18.5% |
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