+906.4%
MOD vs LNT
+168.9%
+737.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.8% | +6.0% |
| 7D | -25.5% | +1.4% | -27.0% | -26.0% |
| 30D | -49.0% | +12.3% | -61.3% | -50.8% |
| 3M | -49.8% | +5.3% | -55.1% | -50.7% |
| 6M | -64.8% | +2.0% | -66.8% | -65.2% |
| YTD | -27.6% | +15.3% | -42.9% | -31.2% |
| 1Y | -35.2% | +12.3% | -47.5% | -38.0% |
| 3Y | +137.1% | +59.1% | +78.0% | +100.2% |
| 5Y | +760.3% | +51.7% | +708.6% | +633.7% |
| All | +906.4% | +168.9% | +737.5% | +740.4% |
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