+57.4%
MAR vs LNT
+13.9%
+43.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.2% | +1.5% |
| 7D | +7.7% | +7.2% | +0.6% | +6.2% |
| 30D | +19.4% | +15.6% | +3.8% | +15.8% |
| 3M | +23.3% | +5.2% | +18.1% | +22.0% |
| 6M | +22.8% | +1.7% | +21.2% | +22.3% |
| YTD | +37.8% | +17.0% | +20.7% | +26.8% |
| 1Y | +57.4% | +14.2% | +43.1% | +47.3% |
| All | +57.4% | +13.9% | +43.4% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling