+68.5%
STRL vs LNT
+8.1%
+60.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.7% |
| 7D | +3.4% | -0.1% | +3.5% | +3.4% |
| 30D | -9.2% | -3.2% | -6.1% | -10.2% |
| 3M | -51.0% | -4.1% | -47.0% | -52.1% |
| 6M | +15.8% | -4.6% | +20.3% | +11.9% |
| YTD | +58.9% | +7.0% | +51.9% | +49.2% |
| 1Y | +68.5% | +8.3% | +60.2% | +68.2% |
| All | +68.5% | +8.1% | +60.5% | +68.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling