+264.3%
STT vs LNT
+148.3%
+116.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.4% | -1.0% | +0.6% | 0.0% |
| 30D | +1.7% | -4.2% | +6.0% | +3.5% |
| 3M | +17.9% | -6.7% | +24.6% | +20.9% |
| 6M | +55.3% | -3.6% | +58.9% | +56.6% |
| YTD | +52.7% | +5.9% | +46.8% | +47.6% |
| 1Y | +75.7% | +7.3% | +68.4% | +68.6% |
| 3Y | +197.9% | +46.5% | +151.4% | +148.8% |
| 5Y | +158.8% | +32.5% | +126.3% | +123.1% |
| All | +264.3% | +148.3% | +116.0% | +203.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling