+1,972.8%
STX vs LNT
+186.9%
+1,785.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.2% |
| 7D | +14.6% | +1.0% | +13.6% | +14.4% |
| 30D | -26.0% | +9.6% | -35.6% | -27.7% |
| 3M | -42.6% | +5.4% | -48.0% | -43.5% |
| 6M | -35.3% | +3.1% | -38.4% | -36.3% |
| YTD | +92.5% | +16.5% | +76.0% | +82.1% |
| 1Y | +102.4% | +12.3% | +90.1% | +93.5% |
| 3Y | +673.8% | +70.3% | +603.5% | +538.7% |
| 5Y | +463.1% | +56.4% | +406.6% | +371.6% |
| All | +1,972.8% | +186.9% | +1,785.9% | +1,390.7% |
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