+86.5%
SPG vs LNT
+55.0%
+31.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | +5.6% | +1.6% | +4.0% | +4.8% |
| 30D | +17.6% | +12.1% | +5.5% | +11.1% |
| 3M | +7.5% | +8.2% | -0.7% | +3.3% |
| 6M | +18.5% | +3.6% | +14.9% | +16.3% |
| YTD | +30.9% | +16.2% | +14.8% | +21.2% |
| 1Y | +34.1% | +12.8% | +21.3% | +25.9% |
| 3Y | +135.5% | +66.5% | +69.0% | +78.7% |
| 5Y | +86.5% | +53.8% | +32.7% | +46.4% |
| All | +86.5% | +55.0% | +31.5% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling