+200.7%
STT vs LNT
+50.4%
+150.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -1.5% |
| 7D | +2.2% | +1.0% | +1.2% | +1.8% |
| 30D | +3.9% | -1.1% | +5.0% | +4.2% |
| 3M | +19.2% | -3.6% | +22.8% | +20.2% |
| 6M | +60.4% | -2.7% | +63.0% | +60.7% |
| YTD | +51.5% | +8.0% | +43.5% | +44.6% |
| 1Y | +76.3% | +10.5% | +65.8% | +66.1% |
| 3Y | +200.7% | +49.6% | +151.2% | +143.1% |
| All | +200.7% | +50.4% | +150.3% | +143.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling