+216.6%
MAS vs LNT
+182.6%
+34.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +3.6% | +1.6% | +2.0% | +2.9% |
| 30D | +23.8% | +12.1% | +11.7% | +17.3% |
| 3M | +14.4% | +8.2% | +6.2% | +10.2% |
| 6M | +19.7% | +3.6% | +16.1% | +17.8% |
| YTD | +36.0% | +16.2% | +19.8% | +26.5% |
| 1Y | +40.4% | +12.8% | +27.6% | +32.4% |
| 3Y | +58.9% | +66.5% | -7.6% | +22.4% |
| 5Y | +44.5% | +53.8% | -9.3% | +14.4% |
| All | +216.6% | +182.6% | +34.0% | +99.7% |
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