+212.3%
MAS vs LNT
+186.9%
+25.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +3.0% | +1.0% | +1.9% | +2.5% |
| 30D | +22.4% | +9.6% | +12.8% | +17.2% |
| 3M | +14.5% | +5.4% | +9.1% | +11.7% |
| 6M | +27.1% | +3.1% | +24.0% | +25.4% |
| YTD | +35.8% | +16.5% | +19.3% | +26.1% |
| 1Y | +39.4% | +12.3% | +27.1% | +31.7% |
| 3Y | +60.3% | +70.3% | -10.0% | +22.1% |
| 5Y | +39.4% | +56.4% | -17.0% | +9.5% |
| All | +212.3% | +186.9% | +25.4% | +97.3% |
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 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