+2,498.9%
MAR vs LNT
+1,281.4%
+1,217.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -4.2% | -0.1% | -4.1% | -4.1% |
| 30D | -6.7% | -3.2% | -3.5% | -5.4% |
| 3M | -12.5% | -4.1% | -8.4% | -11.2% |
| 6M | +0.6% | -4.6% | +5.1% | +2.1% |
| YTD | +9.1% | +7.0% | +2.1% | +5.6% |
| 1Y | +26.2% | +8.3% | +17.9% | +21.4% |
| 3Y | +68.2% | +51.0% | +17.2% | +38.7% |
| 5Y | +163.9% | +30.2% | +133.8% | +127.5% |
| 10Y | +420.6% | +143.6% | +277.0% | +225.0% |
| All | +2,498.9% | +1,281.4% | +1,217.5% | +630.5% |
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