+3,118.4%
MMM vs LNT
+3,425.8%
-307.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -0.8% | -0.5% | -0.3% | -0.6% |
| 30D | +14.4% | +9.9% | +4.5% | +10.7% |
| 3M | +1.8% | +4.8% | -3.0% | +0.1% |
| 6M | +31.3% | +2.2% | +29.1% | +30.0% |
| YTD | +18.0% | +15.9% | +2.1% | +11.6% |
| 1Y | +10.9% | +10.6% | +0.3% | +6.6% |
| 3Y | +160.6% | +66.1% | +94.5% | +115.2% |
| 5Y | +44.5% | +55.6% | -11.1% | +21.3% |
| 10Y | +75.9% | +182.8% | -107.0% | +18.3% |
| All | +3,118.4% | +3,425.8% | -307.4% | +909.7% |
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