+343.3%
SPGI vs LNT
+186.9%
+156.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.8% |
| 7D | +1.2% | +1.0% | +0.2% | +0.8% |
| 30D | +15.9% | +9.6% | +6.3% | +11.3% |
| 3M | +12.3% | +5.4% | +6.9% | +9.6% |
| 6M | +23.7% | +3.1% | +20.6% | +21.7% |
| YTD | -3.5% | +16.5% | -20.0% | -10.8% |
| 1Y | +0.4% | +12.3% | -11.9% | -5.6% |
| 3Y | +29.9% | +70.3% | -40.4% | -1.0% |
| 5Y | +15.2% | +56.4% | -41.2% | -9.6% |
| All | +343.3% | +186.9% | +156.4% | +206.8% |
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