+513.2%
MA vs LNT
+140.9%
+372.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.1% |
| 7D | -3.5% | +0.2% | -3.7% | -3.6% |
| 30D | +0.8% | -0.5% | +1.3% | +0.9% |
| 3M | +14.8% | -5.5% | +20.3% | +17.5% |
| 6M | +10.0% | -3.8% | +13.8% | +11.3% |
| YTD | -0.1% | +6.8% | -6.9% | -3.9% |
| 1Y | -2.2% | +9.3% | -11.5% | -7.0% |
| 3Y | +39.3% | +47.9% | -8.7% | +13.6% |
| 5Y | +66.3% | +31.6% | +34.7% | +41.4% |
| 10Y | +513.2% | +150.1% | +363.1% | +314.0% |
| All | +513.2% | +140.9% | +372.3% | +314.0% |
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