+243.8%
MET vs LNT
+148.3%
+95.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.5% | -1.0% | +0.6% | 0.0% |
| 30D | +0.5% | -4.2% | +4.7% | +2.6% |
| 3M | +11.6% | -6.7% | +18.3% | +15.1% |
| 6M | +40.8% | -3.6% | +44.4% | +42.6% |
| YTD | +25.7% | +5.9% | +19.8% | +21.2% |
| 1Y | +24.4% | +7.3% | +17.1% | +19.1% |
| 3Y | +67.5% | +46.5% | +21.0% | +35.8% |
| 5Y | +85.8% | +32.5% | +53.3% | +55.5% |
| All | +243.8% | +148.3% | +95.5% | +181.5% |
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 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