+13.4%
MCD vs LNT
+63.0%
-49.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.3% |
| 7D | +5.9% | +0.6% | +5.3% | +5.7% |
| 30D | +19.6% | +12.4% | +7.2% | +14.3% |
| 3M | +3.3% | +6.7% | -3.4% | +0.6% |
| 6M | +3.5% | +3.9% | -0.4% | +1.8% |
| YTD | -6.1% | +16.5% | -22.6% | -11.6% |
| 1Y | -3.7% | +12.5% | -16.2% | -8.1% |
| 3Y | +13.4% | +66.9% | -53.5% | -6.2% |
| All | +13.4% | +63.0% | -49.7% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling