+33.9%
LNT vs TMF
-87.5%
+121.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -0.1% | -1.4% | +1.3% | +0.1% |
| 30D | -3.2% | -2.8% | -0.3% | -2.9% |
| 3M | -4.1% | -10.9% | +6.8% | -3.0% |
| 6M | -4.6% | -21.3% | +16.8% | -2.3% |
| YTD | +7.0% | -15.9% | +22.9% | +8.7% |
| 1Y | +8.3% | -15.7% | +24.0% | +9.9% |
| 3Y | +51.0% | -43.4% | +94.4% | +56.2% |
| All | +33.9% | -87.5% | +121.4% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling