+1,535.1%
SRE vs LNT
+1,394.5%
+140.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.1% |
| 7D | +1.4% | +1.0% | +0.4% | +0.8% |
| 30D | +1.9% | -1.1% | +3.0% | +2.6% |
| 3M | -3.3% | -3.6% | +0.3% | -1.0% |
| 6M | -6.4% | -2.7% | -3.8% | -4.8% |
| YTD | -1.8% | +8.0% | -9.8% | -6.7% |
| 1Y | +10.7% | +10.5% | +0.3% | +3.7% |
| 3Y | +31.8% | +49.6% | -17.8% | +1.1% |
| 5Y | +49.2% | +32.2% | +17.0% | +23.4% |
| 10Y | +118.5% | +141.8% | -23.2% | +23.8% |
| All | +1,535.1% | +1,394.5% | +140.6% | +212.0% |
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