+199.5%
MCHP vs LNT
+148.3%
+51.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.6% | +3.7% |
| 7D | 0.0% | -1.0% | +1.1% | +0.4% |
| 30D | -6.0% | -4.2% | -1.8% | -4.5% |
| 3M | -19.7% | -6.7% | -13.0% | -17.9% |
| 6M | +14.0% | -3.6% | +17.6% | +14.7% |
| YTD | +18.4% | +5.9% | +12.5% | +14.4% |
| 1Y | +17.1% | +7.3% | +9.9% | +12.2% |
| 3Y | +0.7% | +46.5% | -45.8% | -17.2% |
| 5Y | +5.1% | +32.5% | -27.4% | -10.7% |
| All | +199.5% | +148.3% | +51.1% | +110.7% |
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 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