+1,209.8%
MET vs LNT
+1,273.6%
-63.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.2% | -0.1% | +1.2% | +1.2% |
| 30D | +1.4% | -3.2% | +4.6% | +3.3% |
| 3M | +17.7% | -4.1% | +21.8% | +20.4% |
| 6M | +35.0% | -4.6% | +39.6% | +38.1% |
| YTD | +26.3% | +7.0% | +19.3% | +20.0% |
| 1Y | +22.8% | +8.3% | +14.5% | +15.7% |
| 3Y | +65.9% | +51.0% | +14.9% | +25.0% |
| 5Y | +85.4% | +30.2% | +55.2% | +49.0% |
| 10Y | +253.7% | +143.6% | +110.1% | +82.3% |
| All | +1,209.8% | +1,273.6% | -63.8% | +141.2% |
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