+19,359.6%
STRL vs LNT
+2,612.7%
+16,746.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +3.4% | -0.1% | +3.5% | +3.4% |
| 30D | -9.2% | -3.2% | -6.1% | -8.2% |
| 3M | -51.0% | -4.1% | -47.0% | -50.6% |
| 6M | +15.8% | -4.6% | +20.3% | +16.8% |
| YTD | +58.9% | +7.0% | +51.9% | +53.7% |
| 1Y | +68.5% | +8.3% | +60.2% | +62.2% |
| 3Y | +485.2% | +51.0% | +434.2% | +389.6% |
| 5Y | +2,005.1% | +30.2% | +1,974.9% | +1,738.3% |
| 10Y | +7,118.0% | +143.6% | +6,974.4% | +4,866.7% |
| All | +19,359.6% | +2,612.7% | +16,746.9% | +8,443.3% |
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 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