+46.5%
LNT vs MKC
-31.7%
+78.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -1.1% | -2.8% | +1.7% | -0.4% |
| 30D | -1.9% | -3.4% | +1.4% | -1.2% |
| 3M | -7.2% | +3.8% | -10.9% | -8.3% |
| 6M | -3.9% | -17.9% | +14.0% | +0.8% |
| YTD | +5.9% | -23.6% | +29.5% | +13.0% |
| 1Y | +8.4% | -23.1% | +31.4% | +15.2% |
| All | +46.5% | -31.7% | +78.1% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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