+34.9%
MAS vs LNT
+12.2%
+22.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.2% |
| 7D | +2.0% | +1.4% | +0.5% | +1.1% |
| 30D | +19.4% | +12.3% | +7.1% | +11.2% |
| 3M | +9.4% | +5.3% | +4.1% | +5.9% |
| 6M | +15.3% | +2.0% | +13.3% | +14.3% |
| YTD | +31.3% | +15.3% | +16.0% | +18.6% |
| 1Y | +34.9% | +12.3% | +22.6% | +23.4% |
| All | +34.9% | +12.2% | +22.6% | +23.4% |
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