+180.0%
MCD vs LNT
+142.3%
+37.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | -2.0% | +1.0% | -3.0% | -2.4% |
| 30D | -6.1% | -1.1% | -5.0% | -5.8% |
| 3M | -7.3% | -3.6% | -3.7% | -5.9% |
| 6M | -20.9% | -2.7% | -18.3% | -20.2% |
| YTD | -14.7% | +8.0% | -22.7% | -17.6% |
| 1Y | -16.1% | +10.5% | -26.6% | -19.7% |
| 3Y | -1.5% | +49.6% | -51.1% | -17.8% |
| 5Y | +20.4% | +32.2% | -11.8% | +4.5% |
| 10Y | +180.0% | +141.8% | +38.2% | +96.9% |
| All | +180.0% | +142.3% | +37.7% | +96.9% |
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