+22.5%
STM vs LNT
+35.5%
-13.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.7% |
| 7D | +5.2% | +1.0% | +4.2% | +5.0% |
| 30D | -7.4% | -1.1% | -6.3% | -7.2% |
| 3M | -30.6% | -3.6% | -27.0% | -30.5% |
| 6M | +66.4% | -2.7% | +69.0% | +66.1% |
| YTD | +101.1% | +8.0% | +93.1% | +95.4% |
| 1Y | +97.4% | +10.5% | +86.9% | +90.1% |
| 3Y | +21.1% | +49.6% | -28.4% | +5.0% |
| 5Y | +22.5% | +32.2% | -9.8% | +5.4% |
| All | +22.5% | +35.5% | -13.0% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling