+43.5%
MAS vs LNT
+52.0%
-8.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.2% |
| 7D | +4.6% | +4.7% | -0.1% | +2.3% |
| 30D | +19.9% | +13.0% | +6.9% | +13.1% |
| 3M | +8.9% | +5.4% | +3.5% | +6.2% |
| 6M | +20.2% | +2.0% | +18.1% | +19.0% |
| YTD | +33.9% | +16.5% | +17.4% | +24.6% |
| 1Y | +34.7% | +13.3% | +21.4% | +26.9% |
| 3Y | +60.4% | +58.7% | +1.7% | +26.6% |
| 5Y | +43.5% | +53.3% | -9.8% | +14.7% |
| All | +43.5% | +52.0% | -8.6% | +14.7% |
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 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