+118.2%
SRE vs LNT
+148.3%
-30.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.8% | -1.0% | +0.2% | 0.0% |
| 30D | -3.0% | -4.2% | +1.2% | +0.3% |
| 3M | -8.3% | -6.7% | -1.6% | -3.4% |
| 6M | -8.9% | -3.6% | -5.3% | -6.5% |
| YTD | -4.3% | +5.9% | -10.2% | -8.6% |
| 1Y | +2.7% | +7.3% | -4.5% | -2.8% |
| 3Y | +28.7% | +46.5% | -17.8% | -4.8% |
| 5Y | +47.1% | +32.5% | +14.7% | +16.5% |
| All | +118.2% | +148.3% | -30.1% | +9.4% |
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