+150.1%
LNT vs M
-7.1%
+157.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.9% |
| 7D | +0.2% | -4.1% | +4.2% | +0.4% |
| 30D | -0.5% | -13.6% | +13.1% | +0.2% |
| 3M | -5.5% | -2.3% | -3.2% | -5.5% |
| 6M | -3.8% | +21.9% | -25.7% | -5.0% |
| YTD | +6.8% | -0.6% | +7.4% | +6.5% |
| 1Y | +9.3% | +29.7% | -20.4% | +7.3% |
| 3Y | +47.9% | +107.3% | -59.3% | +39.4% |
| 5Y | +31.6% | +20.5% | +11.1% | +24.9% |
| 10Y | +150.1% | -6.1% | +156.2% | +96.6% |
| All | +150.1% | -7.1% | +157.2% | +96.6% |
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