+6,565.3%
STT vs LNT
+3,444.2%
+3,121.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.4% |
| 7D | +4.8% | +1.0% | +3.7% | +4.2% |
| 30D | +3.9% | +9.6% | -5.7% | -0.9% |
| 3M | -8.2% | +5.4% | -13.6% | -10.8% |
| 6M | +15.6% | +3.1% | +12.5% | +13.0% |
| YTD | +37.6% | +16.5% | +21.2% | +25.8% |
| 1Y | +50.1% | +12.3% | +37.8% | +39.6% |
| 3Y | +183.1% | +70.3% | +112.7% | +110.7% |
| 5Y | +104.8% | +56.4% | +48.4% | +56.8% |
| 10Y | +201.9% | +184.3% | +17.6% | +62.3% |
| All | +6,565.3% | +3,444.2% | +3,121.1% | +940.2% |
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 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