+75.6%
MMM vs LNT
+186.9%
-111.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | -0.8% | +1.0% | -1.9% | -1.2% |
| 30D | +11.7% | +9.6% | +2.1% | +7.5% |
| 3M | +1.0% | +5.4% | -4.4% | -1.2% |
| 6M | +26.0% | +3.1% | +22.9% | +24.1% |
| YTD | +16.3% | +16.5% | -0.1% | +8.5% |
| 1Y | +9.6% | +12.3% | -2.7% | +3.8% |
| 3Y | +157.3% | +70.3% | +87.0% | +101.4% |
| 5Y | +42.5% | +56.4% | -13.9% | +14.7% |
| All | +75.6% | +186.9% | -111.3% | +16.6% |
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