+3,155.8%
LNT vs TSN
+890.5%
+2,265.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | -0.1% | -6.3% | +6.2% | +0.9% |
| 30D | -3.2% | -10.8% | +7.6% | -1.4% |
| 3M | -4.1% | -8.8% | +4.7% | -2.8% |
| 6M | -4.6% | -16.8% | +12.3% | -1.9% |
| YTD | +7.0% | -10.0% | +17.0% | +8.4% |
| 1Y | +8.3% | -5.3% | +13.5% | +8.7% |
| 3Y | +51.0% | +8.5% | +42.5% | +47.6% |
| 5Y | +30.2% | -22.9% | +53.1% | +33.5% |
| 10Y | +143.6% | -12.6% | +156.2% | +138.0% |
| All | +3,155.8% | +890.5% | +2,265.4% | +1,841.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling