+181.6%
LNT vs TMF
-81.8%
+263.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.7% | -0.6% |
| 7D | -0.5% | -8.2% | +7.6% | -0.2% |
| 30D | +9.9% | +5.3% | +4.6% | +9.7% |
| 3M | +4.8% | -8.5% | +13.3% | +5.1% |
| 6M | +2.2% | -17.2% | +19.4% | +2.8% |
| YTD | +15.9% | -23.4% | +39.3% | +16.9% |
| 1Y | +10.6% | -30.2% | +40.8% | +11.9% |
| 3Y | +66.1% | -32.9% | +99.0% | +68.0% |
| 5Y | +55.6% | -88.5% | +144.2% | +51.6% |
| All | +181.6% | -81.8% | +263.5% | +137.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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