+70.3%
LNT vs TSN
+41.9%
+28.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.7% |
| 7D | +1.0% | -1.4% | +2.5% | +1.4% |
| 30D | +9.6% | +8.5% | +1.1% | +7.4% |
| 3M | +5.4% | +5.3% | +0.1% | +3.9% |
| 6M | +3.1% | -10.5% | +13.6% | +5.7% |
| YTD | +16.5% | +3.0% | +13.5% | +14.4% |
| 1Y | +12.3% | +12.1% | +0.2% | +7.4% |
| 3Y | +70.3% | +43.1% | +27.2% | +46.6% |
| All | +70.3% | +41.9% | +28.4% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling