+1,754.9%
MOD vs LNT
+3,435.0%
-1,680.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.7% |
| 7D | -17.8% | +1.6% | -19.4% | -18.7% |
| 30D | -43.2% | +12.1% | -55.3% | -46.9% |
| 3M | -46.0% | +8.2% | -54.2% | -48.7% |
| 6M | -62.2% | +3.6% | -65.9% | -63.5% |
| YTD | -22.8% | +16.2% | -39.0% | -29.9% |
| 1Y | -35.5% | +12.8% | -48.3% | -40.6% |
| 3Y | +128.2% | +66.5% | +61.7% | +65.9% |
| 5Y | +791.6% | +53.8% | +737.8% | +564.8% |
| 10Y | +886.3% | +182.5% | +703.8% | +385.2% |
| All | +1,754.9% | +3,435.0% | -1,680.1% | +257.1% |
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