+33.2%
LNT vs MTCH
-73.3%
+106.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | -0.1% |
| 7D | -1.0% | +1.3% | -2.3% | -1.1% |
| 30D | -4.2% | +15.9% | -20.1% | -5.0% |
| 3M | -6.7% | +23.3% | -30.0% | -7.8% |
| 6M | -3.6% | +40.1% | -43.7% | -5.6% |
| YTD | +5.9% | +33.6% | -27.7% | +3.9% |
| 1Y | +7.3% | +14.1% | -6.8% | +6.2% |
| 3Y | +46.5% | +1.4% | +45.1% | +44.0% |
| All | +33.2% | -73.3% | +106.5% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 5y: compounded portfolio wealth divided by compounded MTCH 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…
5y analysis · Full analysis span regression · 6 months rolling