+6,593.0%
STT vs LNT
+3,453.4%
+3,139.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.2% |
| 7D | +0.4% | -0.2% | +0.6% | +0.6% |
| 30D | -0.4% | +11.6% | -12.1% | -5.9% |
| 3M | -6.5% | +8.2% | -14.6% | -10.3% |
| 6M | +17.2% | +3.1% | +14.0% | +14.5% |
| YTD | +38.2% | +16.8% | +21.4% | +26.1% |
| 1Y | +49.3% | +11.6% | +37.7% | +39.3% |
| 3Y | +181.9% | +67.4% | +114.5% | +111.7% |
| 5Y | +106.9% | +56.8% | +50.2% | +58.3% |
| 10Y | +203.1% | +185.0% | +18.1% | +62.8% |
| All | +6,593.0% | +3,453.4% | +3,139.6% | +943.2% |
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