+13,845.6%
SPGI vs LNT
+3,155.8%
+10,689.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.5% |
| 7D | +0.1% | -0.1% | +0.2% | +0.2% |
| 30D | +8.4% | -3.2% | +11.6% | +9.9% |
| 3M | +11.8% | -4.1% | +15.9% | +13.8% |
| 6M | +5.7% | -4.6% | +10.3% | +7.5% |
| YTD | -9.7% | +7.0% | -16.7% | -13.0% |
| 1Y | -12.5% | +8.3% | -20.7% | -16.2% |
| 3Y | +21.8% | +51.0% | -29.2% | -0.6% |
| 5Y | +8.2% | +30.2% | -22.0% | -6.7% |
| 10Y | +309.5% | +143.6% | +165.9% | +162.4% |
| All | +13,845.6% | +3,155.8% | +10,689.8% | +3,804.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling