+7,787.5%
MDT vs LNT
+3,150.5%
+4,636.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | -0.3% | +0.2% | -0.5% | -0.4% |
| 30D | +2.8% | -0.5% | +3.3% | +2.9% |
| 3M | +13.1% | -5.5% | +18.6% | +15.4% |
| 6M | +2.3% | -3.8% | +6.1% | +3.6% |
| YTD | -2.7% | +6.8% | -9.5% | -5.2% |
| 1Y | +0.9% | +9.3% | -8.5% | -2.6% |
| 3Y | +26.8% | +47.9% | -21.1% | +9.2% |
| 5Y | -19.5% | +31.6% | -51.1% | -28.4% |
| 10Y | +40.6% | +150.1% | -109.6% | -0.4% |
| All | +7,787.5% | +3,150.5% | +4,636.9% | +2,507.6% |
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