+2,285.7%
STM vs LNT
+1,969.5%
+316.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.8% | -0.1% | +5.9% | +5.8% |
| 30D | -1.0% | -3.2% | +2.2% | +0.4% |
| 3M | -33.3% | -4.1% | -29.2% | -32.6% |
| 6M | +57.4% | -4.6% | +61.9% | +59.3% |
| YTD | +102.2% | +7.0% | +95.2% | +93.9% |
| 1Y | +99.6% | +8.3% | +91.3% | +89.8% |
| 3Y | +14.5% | +51.0% | -36.5% | -8.5% |
| 5Y | +21.4% | +30.2% | -8.8% | +2.2% |
| 10Y | +695.0% | +143.6% | +551.4% | +374.4% |
| All | +2,285.7% | +1,969.5% | +316.3% | +484.8% |
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