+72.7%
STRL vs LNT
+9.7%
+63.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.7% |
| 7D | +8.2% | +0.2% | +8.0% | +8.3% |
| 30D | -6.3% | -0.5% | -5.8% | -6.3% |
| 3M | -41.2% | -5.5% | -35.7% | -42.6% |
| 6M | +20.4% | -3.8% | +24.2% | +15.8% |
| YTD | +61.7% | +6.8% | +54.9% | +51.9% |
| 1Y | +72.7% | +9.3% | +63.4% | +74.4% |
| All | +72.7% | +9.7% | +63.0% | +74.4% |
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