+5.1%
SPGI vs LNT
+35.5%
-30.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.6% |
| 7D | -2.5% | +1.0% | -3.5% | -2.9% |
| 30D | +5.4% | -1.1% | +6.5% | +5.8% |
| 3M | +9.0% | -3.6% | +12.6% | +10.5% |
| 6M | +0.8% | -2.7% | +3.4% | +1.5% |
| YTD | -12.6% | +8.0% | -20.6% | -15.9% |
| 1Y | -16.1% | +10.5% | -26.6% | -20.2% |
| 3Y | +19.0% | +49.6% | -30.6% | -1.5% |
| 5Y | +5.1% | +32.2% | -27.2% | -10.1% |
| All | +5.1% | +35.5% | -30.4% | -10.1% |
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