-17.0%
MDLN vs LNT
+6.6%
-23.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.8% | -1.5% |
| 7D | -6.2% | +0.2% | -6.4% | -6.3% |
| 30D | +0.7% | -0.5% | +1.2% | +0.8% |
| 3M | -5.4% | -5.5% | +0.1% | -2.8% |
| 6M | -21.6% | -3.8% | -17.8% | -18.8% |
| YTD | -18.9% | +6.8% | -25.8% | -13.0% |
| All | -17.0% | +6.6% | -23.6% | -11.0% |
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