+10,012.8%
STRL vs LNT
+2,822.4%
+7,190.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.8% |
| 7D | -26.9% | +1.4% | -28.3% | -27.5% |
| 30D | -52.7% | +12.3% | -65.0% | -54.9% |
| 3M | -52.8% | +5.3% | -58.2% | -53.9% |
| 6M | -71.5% | +2.0% | -73.5% | -72.0% |
| YTD | -17.4% | +15.3% | -32.7% | -22.6% |
| 1Y | -35.0% | +12.3% | -47.2% | -38.5% |
| 3Y | +239.2% | +59.1% | +180.1% | +177.5% |
| 5Y | +830.2% | +51.7% | +778.5% | +665.1% |
| 10Y | +3,574.7% | +170.1% | +3,404.6% | +2,326.5% |
| All | +10,012.8% | +2,822.4% | +7,190.4% | +4,201.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling