+3,667.9%
STRL vs LNT
+186.9%
+3,481.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.2% |
| 7D | +15.7% | +1.0% | +14.6% | +15.3% |
| 30D | -35.5% | +9.6% | -45.1% | -37.9% |
| 3M | -47.1% | +5.4% | -52.5% | -48.4% |
| 6M | -65.8% | +3.1% | -68.9% | -66.6% |
| YTD | -4.5% | +16.5% | -21.0% | -11.4% |
| 1Y | -10.5% | +12.3% | -22.8% | -15.7% |
| 3Y | +340.6% | +70.3% | +270.3% | +237.4% |
| 5Y | +911.0% | +56.4% | +854.6% | +690.4% |
| All | +3,667.9% | +186.9% | +3,481.0% | +2,198.1% |
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