+784.6%
STRL vs LNT
+51.7%
+732.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.6% |
| 7D | -26.9% | +1.4% | -28.3% | -27.1% |
| 30D | -52.7% | +12.3% | -65.0% | -53.8% |
| 3M | -52.8% | +5.3% | -58.2% | -53.4% |
| 6M | -71.5% | +2.0% | -73.5% | -71.8% |
| YTD | -17.4% | +15.3% | -32.7% | -21.0% |
| 1Y | -35.0% | +12.3% | -47.2% | -37.3% |
| 3Y | +239.2% | +59.1% | +180.1% | +188.1% |
| All | +784.6% | +51.7% | +732.9% | +648.7% |
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