+1,041.3%
LNT vs TMF
-69.2%
+1,110.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +0.6% | +0.6% | 0.0% | +0.6% |
| 30D | +12.4% | +16.3% | -3.9% | +12.5% |
| 3M | +6.7% | -2.7% | +9.4% | +6.7% |
| 6M | +3.9% | -13.2% | +17.1% | +3.8% |
| YTD | +16.5% | -16.7% | +33.2% | +16.4% |
| 1Y | +12.5% | -22.7% | +35.2% | +12.2% |
| 3Y | +66.9% | -26.1% | +93.0% | +66.9% |
| 5Y | +56.1% | -88.4% | +144.5% | +45.1% |
| 10Y | +173.2% | -81.8% | +255.0% | +161.5% |
| All | +1,041.3% | -69.2% | +1,110.4% | +1,195.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling