+144.2%
LNT vs MTB
+173.8%
-29.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -4.2% | -4.8% | +0.6% | -3.4% |
| 3M | -6.7% | +6.0% | -12.6% | -7.8% |
| 6M | -3.6% | +19.6% | -23.2% | -7.0% |
| YTD | +5.9% | +21.5% | -15.6% | +1.6% |
| 1Y | +7.3% | +24.7% | -17.4% | +2.3% |
| 3Y | +46.5% | +108.6% | -62.1% | +24.2% |
| 5Y | +32.5% | +106.7% | -74.3% | +10.2% |
| All | +144.2% | +173.8% | -29.6% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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