+7.6%
MOS vs LNT
+168.9%
-161.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.5% |
| 7D | +21.6% | +1.4% | +20.2% | +21.2% |
| 30D | +12.0% | +12.3% | -0.3% | +8.0% |
| 3M | -3.9% | +5.3% | -9.2% | -5.5% |
| 6M | -3.3% | +2.0% | -5.4% | -4.2% |
| YTD | -4.6% | +15.3% | -19.9% | -9.2% |
| 1Y | -7.0% | +12.3% | -19.3% | -10.7% |
| 3Y | -24.4% | +59.1% | -83.5% | -35.8% |
| 5Y | -32.1% | +51.7% | -83.8% | -41.9% |
| All | +7.6% | +168.9% | -161.2% | -5.7% |
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