+154.9%
MAR vs LNT
+31.6%
+123.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | -4.7% | -0.5% | -4.1% | -4.6% |
| 3M | -15.6% | -5.5% | -10.1% | -14.6% |
| 6M | +1.2% | -3.8% | +5.0% | +1.9% |
| YTD | +7.5% | +6.8% | +0.7% | +5.4% |
| 1Y | +26.6% | +9.3% | +17.3% | +23.4% |
| 3Y | +66.0% | +47.9% | +18.0% | +49.6% |
| All | +154.9% | +31.6% | +123.3% | +135.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling