-34.4%
MOS vs LNT
+55.9%
-90.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -2.0% | +1.0% | -3.0% | -2.3% |
| 30D | +15.3% | +9.6% | +5.7% | +11.7% |
| 3M | +1.5% | +5.4% | -3.9% | -0.4% |
| 6M | -2.0% | +3.1% | -5.1% | -3.3% |
| YTD | -6.5% | +16.5% | -23.0% | -12.1% |
| 1Y | -11.1% | +12.3% | -23.4% | -15.3% |
| 3Y | -30.3% | +70.3% | -100.6% | -44.5% |
| All | -34.4% | +55.9% | -90.3% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling