+106.9%
SPG vs LNT
+35.5%
+71.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.2% | +0.7% |
| 7D | 0.0% | +1.0% | -1.0% | -0.5% |
| 30D | -4.9% | -1.1% | -3.9% | -4.5% |
| 3M | +3.3% | -3.6% | +6.9% | +5.1% |
| 6M | +11.2% | -2.7% | +13.9% | +12.5% |
| YTD | +17.1% | +8.0% | +9.0% | +12.4% |
| 1Y | +21.6% | +10.5% | +11.1% | +15.3% |
| 3Y | +111.9% | +49.6% | +62.3% | +70.5% |
| 5Y | +106.9% | +32.2% | +74.7% | +76.6% |
| All | +106.9% | +35.5% | +71.5% | +76.6% |
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