+7,325.6%
STT vs LNT
+3,155.8%
+4,169.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | +3.9% | -3.2% | +7.0% | +5.5% |
| 3M | +20.0% | -4.1% | +24.0% | +22.1% |
| 6M | +55.3% | -4.6% | +59.9% | +57.9% |
| YTD | +53.3% | +7.0% | +46.3% | +46.5% |
| 1Y | +74.7% | +8.3% | +66.4% | +65.7% |
| 3Y | +205.8% | +51.0% | +154.8% | +142.1% |
| 5Y | +145.0% | +30.2% | +114.8% | +106.2% |
| 10Y | +266.0% | +143.6% | +122.4% | +112.6% |
| All | +7,325.6% | +3,155.8% | +4,169.8% | +1,112.2% |
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