+15,614.6%
MA vs LNT
+797.1%
+14,817.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | 0.0% |
| 7D | +2.3% | +1.4% | +0.9% | +1.6% |
| 30D | +14.7% | +12.3% | +2.4% | +8.1% |
| 3M | +13.5% | +5.3% | +8.2% | +10.4% |
| 6M | +33.1% | +2.0% | +31.1% | +31.2% |
| YTD | +15.1% | +15.3% | -0.2% | +5.8% |
| 1Y | +18.7% | +12.3% | +6.4% | +10.6% |
| 3Y | +72.1% | +59.1% | +13.0% | +31.4% |
| 5Y | +92.8% | +51.7% | +41.1% | +47.6% |
| 10Y | +571.6% | +170.1% | +401.5% | +259.1% |
| All | +15,614.6% | +797.1% | +14,817.6% | +4,012.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling