+2,812.9%
MMM vs LNT
+3,155.8%
-342.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | -3.3% | -0.1% | -3.2% | -3.3% |
| 30D | -7.0% | -3.2% | -3.8% | -6.0% |
| 3M | +10.8% | -4.1% | +14.9% | +12.3% |
| 6M | +5.8% | -4.6% | +10.3% | +7.2% |
| YTD | +6.8% | +7.0% | -0.2% | +3.9% |
| 1Y | +10.4% | +8.3% | +2.1% | +6.8% |
| 3Y | +104.7% | +51.0% | +53.7% | +74.7% |
| 5Y | +23.6% | +30.2% | -6.6% | +10.4% |
| 10Y | +54.1% | +143.6% | -89.5% | +9.0% |
| All | +2,812.9% | +3,155.8% | -342.9% | +840.1% |
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 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