+46.5%
LNT vs MDY
+48.5%
-2.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -1.0% | -1.9% | +0.8% | -0.5% |
| 30D | -4.2% | -4.6% | +0.4% | -3.0% |
| 3M | -6.7% | -1.2% | -5.4% | -6.4% |
| 6M | -3.6% | +9.2% | -12.8% | -6.2% |
| YTD | +5.9% | +13.1% | -7.2% | +1.7% |
| 1Y | +7.3% | +13.0% | -5.7% | +2.9% |
| 3Y | +46.5% | +49.2% | -2.7% | +19.6% |
| All | +46.5% | +48.5% | -2.0% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling