+70.3%
LNT vs TMF
-32.2%
+102.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | +1.0% | -9.3% | +10.3% | +2.5% |
| 30D | +9.6% | +1.9% | +7.7% | +9.3% |
| 3M | +5.4% | -11.2% | +16.6% | +7.1% |
| 6M | +3.1% | -17.7% | +20.8% | +5.9% |
| YTD | +16.5% | -24.5% | +40.9% | +20.9% |
| 1Y | +12.3% | -29.4% | +41.7% | +17.7% |
| 3Y | +70.3% | -33.4% | +103.7% | +75.1% |
| All | +70.3% | -32.2% | +102.6% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling