+3,094.0%
SPY vs LNT
+1,813.5%
+1,280.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +0.1% | -3.2% | +3.2% | +1.3% |
| 3M | +2.0% | -4.1% | +6.1% | +3.4% |
| 6M | +13.0% | -4.6% | +17.6% | +14.6% |
| YTD | +13.5% | +7.0% | +6.5% | +9.7% |
| 1Y | +20.0% | +8.3% | +11.7% | +15.2% |
| 3Y | +77.2% | +51.0% | +26.2% | +46.1% |
| 5Y | +81.9% | +30.2% | +51.7% | +57.4% |
| 10Y | +314.1% | +143.6% | +170.5% | +168.7% |
| All | +3,094.0% | +1,813.5% | +1,280.6% | +832.3% |
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