-2.8%
MCHP vs LNT
+46.9%
-49.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -2.1% | -1.1% | -1.0% | -2.0% |
| 30D | -11.1% | -1.9% | -9.2% | -11.0% |
| 3M | -18.1% | -7.2% | -10.9% | -17.8% |
| 6M | +10.8% | -3.9% | +14.7% | +10.4% |
| YTD | +14.2% | +5.9% | +8.4% | +11.8% |
| 1Y | +13.5% | +8.4% | +5.1% | +10.1% |
| All | -2.8% | +46.9% | -49.7% | -13.5% |
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