+1,945.0%
STM vs LNT
+2,146.9%
-201.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -7.9% | +1.6% | -9.5% | -8.6% |
| 30D | -14.1% | +12.1% | -26.2% | -18.7% |
| 3M | -17.6% | +8.2% | -25.8% | -20.8% |
| 6M | -24.2% | +3.6% | -27.9% | -26.4% |
| YTD | +73.3% | +16.2% | +57.1% | +59.6% |
| 1Y | +90.1% | +12.8% | +77.3% | +77.3% |
| 3Y | +10.3% | +66.5% | -56.2% | -15.8% |
| 5Y | -5.7% | +53.8% | -59.5% | -26.6% |
| 10Y | +444.1% | +182.5% | +261.6% | +202.0% |
| All | +1,945.0% | +2,146.9% | -201.9% | +381.5% |
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