+54.7%
MMM vs LNT
+140.9%
-86.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.4% |
| 7D | -2.6% | +0.2% | -2.8% | -2.7% |
| 30D | -9.3% | -0.5% | -8.8% | -9.1% |
| 3M | +5.6% | -5.5% | +11.1% | +7.9% |
| 6M | +9.5% | -3.8% | +13.3% | +10.8% |
| YTD | +4.1% | +6.8% | -2.7% | +0.8% |
| 1Y | +9.4% | +9.3% | +0.1% | +4.7% |
| 3Y | +101.0% | +47.9% | +53.0% | +67.5% |
| 5Y | +26.1% | +31.6% | -5.5% | +9.4% |
| 10Y | +54.7% | +150.1% | -95.4% | +8.3% |
| All | +54.7% | +140.9% | -86.2% | +8.3% |
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