+2,133.0%
STRL vs LNT
+35.5%
+2,097.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +3.1% |
| 7D | +10.1% | +1.0% | +9.1% | +9.9% |
| 30D | -8.2% | -1.1% | -7.1% | -8.0% |
| 3M | -43.7% | -3.6% | -40.1% | -43.6% |
| 6M | +27.1% | -2.7% | +29.8% | +26.7% |
| YTD | +64.0% | +8.0% | +56.0% | +59.3% |
| 1Y | +75.2% | +10.5% | +64.7% | +69.3% |
| 3Y | +539.9% | +49.6% | +490.3% | +455.2% |
| 5Y | +2,133.0% | +32.2% | +2,100.8% | +1,863.3% |
| All | +2,133.0% | +35.5% | +2,097.5% | +1,863.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling