+404.3%
META vs LNT
+168.9%
+235.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.0% |
| 7D | -0.8% | +1.4% | -2.2% | -1.1% |
| 30D | -15.4% | +12.3% | -27.7% | -17.3% |
| 3M | +3.5% | +5.3% | -1.8% | +2.4% |
| 6M | -0.3% | +2.0% | -2.3% | -0.9% |
| YTD | -7.3% | +15.3% | -22.6% | -10.5% |
| 1Y | -1.1% | +12.3% | -13.4% | -3.9% |
| 3Y | +95.1% | +59.1% | +36.0% | +71.9% |
| 5Y | +80.6% | +51.7% | +28.9% | +59.7% |
| All | +404.3% | +168.9% | +235.4% | +303.0% |
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 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