+144.2%
LNT vs TSN
-4.9%
+149.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -1.0% | +3.0% | -4.1% | -1.7% |
| 30D | -4.2% | -4.2% | -0.1% | -3.5% |
| 3M | -6.7% | -3.9% | -2.8% | -6.1% |
| 6M | -3.6% | -9.8% | +6.3% | -1.8% |
| YTD | +5.9% | -7.3% | +13.1% | +7.0% |
| 1Y | +7.3% | -2.2% | +9.5% | +6.9% |
| 3Y | +46.5% | +11.9% | +34.6% | +41.0% |
| 5Y | +32.5% | -16.9% | +49.4% | +34.4% |
| All | +144.2% | -4.9% | +149.1% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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