+110.9%
MO vs LNT
+148.3%
-37.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.1% | -1.0% | +1.2% | +0.6% |
| 30D | +7.1% | -4.2% | +11.4% | +9.2% |
| 3M | -2.0% | -6.7% | +4.7% | +1.1% |
| 6M | +7.3% | -3.6% | +10.9% | +9.1% |
| YTD | +23.5% | +5.9% | +17.6% | +20.5% |
| 1Y | +11.0% | +7.3% | +3.7% | +7.7% |
| 3Y | +95.0% | +46.5% | +48.5% | +64.2% |
| 5Y | +100.6% | +32.5% | +68.2% | +74.0% |
| All | +110.9% | +148.3% | -37.5% | +37.7% |
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 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