+128.8%
MOD vs LNT
+67.8%
+61.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.5% |
| 7D | +8.2% | -0.2% | +8.4% | +8.2% |
| 30D | -38.2% | +11.6% | -49.8% | -37.8% |
| 3M | -46.2% | +8.2% | -54.4% | -45.9% |
| 6M | -62.5% | +3.1% | -65.7% | -62.4% |
| YTD | -20.1% | +16.8% | -36.9% | -20.0% |
| 1Y | -29.7% | +11.6% | -41.3% | -29.5% |
| All | +128.8% | +67.8% | +61.0% | +124.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling