+465.1%
STM vs LNT
+186.9%
+278.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | +12.0% | +1.0% | +11.0% | +11.7% |
| 30D | -0.4% | +9.6% | -10.0% | -3.2% |
| 3M | -13.2% | +5.4% | -18.6% | -14.7% |
| 6M | -26.1% | +3.1% | -29.2% | -27.4% |
| YTD | +81.2% | +16.5% | +64.7% | +70.7% |
| 1Y | +98.3% | +12.3% | +86.0% | +89.0% |
| 3Y | +16.7% | +70.3% | -53.6% | -5.6% |
| 5Y | -4.8% | +56.4% | -61.3% | -21.3% |
| All | +465.1% | +186.9% | +278.2% | +370.1% |
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 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