+1,283.9%
STX vs LNT
+46.9%
+1,237.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -2.3% | -1.0% | -1.2% | -2.3% |
| 30D | -5.5% | -4.2% | -1.2% | -5.7% |
| 3M | -4.3% | -6.7% | +2.4% | -5.1% |
| 6M | +115.6% | -3.6% | +119.2% | +113.1% |
| YTD | +202.2% | +5.9% | +196.3% | +195.2% |
| 1Y | +325.3% | +7.3% | +318.0% | +314.4% |
| 3Y | +1,283.9% | +46.5% | +1,237.4% | +1,152.0% |
| All | +1,283.9% | +46.9% | +1,237.0% | +1,152.0% |
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