+1,037.8%
LNT vs TMF
-70.3%
+1,108.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | -0.3% |
| 7D | +1.6% | -1.1% | +2.6% | +1.5% |
| 30D | +12.1% | +11.8% | +0.3% | +12.2% |
| 3M | +8.2% | -4.0% | +12.2% | +8.2% |
| 6M | +3.6% | -16.5% | +20.2% | +3.5% |
| YTD | +16.2% | -19.9% | +36.1% | +16.0% |
| 1Y | +12.8% | -25.6% | +38.4% | +12.5% |
| 3Y | +66.5% | -29.9% | +96.4% | +66.5% |
| 5Y | +53.8% | -88.2% | +142.1% | +43.4% |
| 10Y | +182.5% | -81.7% | +264.2% | +171.1% |
| All | +1,037.8% | -70.3% | +1,108.2% | +1,191.3% |
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