+3,877.5%
STRL vs LNT
+174.3%
+3,703.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -19.8% | +1.6% | -21.4% | -20.4% |
| 30D | -43.6% | +12.1% | -55.6% | -46.2% |
| 3M | -45.2% | +8.2% | -53.4% | -47.0% |
| 6M | -65.7% | +3.6% | -69.3% | -66.6% |
| YTD | -5.4% | +16.2% | -21.6% | -12.2% |
| 1Y | -24.7% | +12.8% | -37.5% | -29.2% |
| 3Y | +335.0% | +66.5% | +268.5% | +236.7% |
| 5Y | +915.3% | +53.8% | +861.5% | +700.3% |
| 10Y | +3,877.5% | +182.5% | +3,695.0% | +2,350.0% |
| All | +3,877.5% | +174.3% | +3,703.1% | +2,350.0% |
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