+374.8%
META vs LNT
+140.0%
+234.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +6.7% | -0.1% | +6.8% | +6.7% |
| 30D | +4.8% | -3.2% | +7.9% | +5.4% |
| 3M | -1.6% | -4.1% | +2.4% | -1.0% |
| 6M | -7.5% | -4.6% | -2.9% | -6.9% |
| YTD | -6.4% | +7.0% | -13.4% | -8.2% |
| 1Y | -17.3% | +8.3% | -25.6% | -19.2% |
| 3Y | +109.9% | +51.0% | +58.9% | +86.3% |
| 5Y | +65.4% | +30.2% | +35.2% | +51.7% |
| All | +374.8% | +140.0% | +234.8% | +279.1% |
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