+3,155.8%
LNT vs MTB
+8,294.1%
-5,138.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -0.1% | +1.7% | -1.8% | -0.4% |
| 30D | -3.2% | -4.2% | +1.0% | -2.4% |
| 3M | -4.1% | +8.9% | -12.9% | -5.8% |
| 6M | -4.6% | +10.9% | -15.4% | -6.7% |
| YTD | +7.0% | +21.5% | -14.5% | +2.5% |
| 1Y | +8.3% | +21.9% | -13.6% | +3.5% |
| 3Y | +51.0% | +109.2% | -58.2% | +27.4% |
| 5Y | +30.2% | +102.0% | -71.8% | +8.2% |
| 10Y | +143.6% | +171.9% | -28.3% | +79.6% |
| All | +3,155.8% | +8,294.1% | -5,138.3% | +1,314.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling