+1,077.4%
STX vs LNT
+31.1%
+1,046.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.9% |
| 7D | +9.6% | +0.2% | +9.4% | +9.6% |
| 30D | +10.6% | -0.5% | +11.1% | +10.7% |
| 3M | +4.8% | -5.5% | +10.3% | +4.9% |
| 6M | +137.3% | -3.8% | +141.1% | +136.5% |
| YTD | +222.5% | +6.8% | +215.7% | +214.3% |
| 1Y | +366.2% | +9.3% | +356.9% | +351.6% |
| 3Y | +1,352.9% | +47.9% | +1,305.0% | +1,197.2% |
| 5Y | +1,077.4% | +31.6% | +1,045.8% | +948.2% |
| All | +1,077.4% | +31.1% | +1,046.3% | +948.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling