+664.5%
STM vs LNT
+140.9%
+523.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | +1.7% | +0.2% | +1.5% | +1.6% |
| 30D | -5.2% | -0.5% | -4.6% | -5.1% |
| 3M | -29.6% | -5.5% | -24.1% | -28.8% |
| 6M | +54.4% | -3.8% | +58.2% | +55.1% |
| YTD | +99.5% | +6.8% | +92.7% | +93.3% |
| 1Y | +100.8% | +9.3% | +91.4% | +92.5% |
| 3Y | +20.2% | +47.9% | -27.8% | +1.9% |
| 5Y | +21.1% | +31.6% | -10.5% | +6.1% |
| 10Y | +664.5% | +150.1% | +514.4% | +489.0% |
| All | +664.5% | +140.9% | +523.6% | +489.0% |
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 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