+334.0%
SPGI vs LNT
+174.3%
+159.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +1.6% | +1.6% | 0.0% | +0.9% |
| 30D | +16.1% | +12.1% | +4.0% | +10.3% |
| 3M | +15.5% | +8.2% | +7.3% | +11.4% |
| 6M | +19.6% | +3.6% | +16.0% | +17.5% |
| YTD | -3.6% | +16.2% | -19.8% | -10.7% |
| 1Y | +2.2% | +12.8% | -10.6% | -4.1% |
| 3Y | +30.1% | +66.5% | -36.4% | +0.2% |
| 5Y | +14.9% | +53.8% | -38.9% | -9.1% |
| 10Y | +334.0% | +182.5% | +151.5% | +201.2% |
| All | +334.0% | +174.3% | +159.7% | +201.2% |
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