+265.2%
SU vs LNT
+148.3%
+116.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | +2.2% | -1.0% | +3.3% | +2.5% |
| 30D | +8.4% | -4.2% | +12.7% | +9.8% |
| 3M | +12.1% | -6.7% | +18.8% | +14.3% |
| 6M | +19.7% | -3.6% | +23.2% | +20.5% |
| YTD | +58.4% | +5.9% | +52.5% | +54.7% |
| 1Y | +67.2% | +7.3% | +60.0% | +62.6% |
| 3Y | +125.0% | +46.5% | +78.6% | +94.7% |
| 5Y | +355.1% | +32.5% | +322.6% | +303.3% |
| All | +265.2% | +148.3% | +116.8% | +188.8% |
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