-10.1%
MDB vs LNT
+66.5%
-76.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.2% |
| 7D | +11.6% | -0.5% | +12.1% | +11.3% |
| 30D | -8.9% | +9.9% | -18.9% | -5.6% |
| 3M | -22.4% | +4.8% | -27.2% | -20.8% |
| 6M | +10.1% | +2.2% | +7.9% | +12.1% |
| YTD | -19.0% | +15.9% | -34.9% | -15.8% |
| 1Y | -7.0% | +10.6% | -17.6% | -3.6% |
| All | -10.1% | +66.5% | -76.6% | -0.9% |
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 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