+755.0%
SW vs LNT
+606.4%
+148.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -5.1% | -0.1% | -5.0% | -5.1% |
| 30D | -4.6% | -3.2% | -1.4% | -4.3% |
| 3M | +9.4% | -4.1% | +13.5% | +9.8% |
| 6M | +3.5% | -4.6% | +8.1% | +3.9% |
| YTD | +22.0% | +7.0% | +15.0% | +21.3% |
| 1Y | +2.2% | +8.3% | -6.1% | +1.5% |
| 3Y | +19.6% | +51.0% | -31.4% | +15.9% |
| 5Y | -2.3% | +30.2% | -32.5% | -4.8% |
| 10Y | +181.4% | +143.6% | +37.8% | +166.4% |
| All | +755.0% | +606.4% | +148.6% | +783.1% |
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