+5,979.9%
MCD vs LNT
+3,155.8%
+2,824.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -6.0% | -3.2% | -2.8% | -5.1% |
| 3M | -5.6% | -4.1% | -1.5% | -4.4% |
| 6M | -21.9% | -4.6% | -17.3% | -20.8% |
| YTD | -14.7% | +7.0% | -21.7% | -16.7% |
| 1Y | -17.3% | +8.3% | -25.6% | -19.5% |
| 3Y | -2.2% | +51.0% | -53.2% | -14.8% |
| 5Y | +20.3% | +30.2% | -9.9% | +8.7% |
| 10Y | +180.7% | +143.6% | +37.1% | +108.2% |
| All | +5,979.9% | +3,155.8% | +2,824.1% | +2,150.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling