-1.6%
MOS vs LNT
+174.3%
-175.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +24.8% | +1.6% | +23.3% | +24.3% |
| 30D | +22.7% | +12.1% | +10.6% | +18.3% |
| 3M | -1.2% | +8.2% | -9.4% | -3.8% |
| 6M | +5.5% | +3.6% | +1.9% | +4.1% |
| YTD | -2.0% | +16.2% | -18.1% | -7.0% |
| 1Y | -7.9% | +12.8% | -20.7% | -11.9% |
| 3Y | -25.0% | +66.5% | -91.5% | -37.5% |
| 5Y | -27.7% | +53.8% | -81.5% | -38.7% |
| 10Y | -1.6% | +182.5% | -184.1% | -12.9% |
| All | -1.6% | +174.3% | -175.9% | -12.9% |
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