+183.1%
LNT vs M
-7.1%
+190.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | +1.0% | +7.0% | -6.0% | +0.7% |
| 30D | +9.6% | +8.9% | +0.7% | +9.1% |
| 3M | +5.4% | +4.5% | +0.9% | +5.1% |
| 6M | +3.1% | +36.2% | -33.1% | +1.2% |
| YTD | +16.5% | +15.1% | +1.3% | +15.2% |
| 1Y | +12.3% | +27.4% | -15.1% | +10.3% |
| 3Y | +70.3% | +160.1% | -89.8% | +58.4% |
| 5Y | +56.4% | -1.6% | +58.0% | +51.0% |
| All | +183.1% | -7.1% | +190.2% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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