+568.4%
MA vs LNT
+174.3%
+394.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +1.8% | +1.6% | +0.2% | +1.1% |
| 30D | +11.8% | +12.1% | -0.2% | +6.4% |
| 3M | +17.2% | +8.2% | +9.0% | +13.1% |
| 6M | +33.4% | +3.6% | +29.8% | +31.0% |
| YTD | +16.1% | +16.2% | 0.0% | +7.7% |
| 1Y | +19.9% | +12.8% | +7.1% | +12.6% |
| 3Y | +70.1% | +66.5% | +3.6% | +31.6% |
| 5Y | +89.6% | +53.8% | +35.8% | +49.4% |
| 10Y | +568.4% | +182.5% | +385.9% | +336.3% |
| All | +568.4% | +174.3% | +394.1% | +336.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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