+150.2%
MOS vs LNT
+3,155.8%
-3,005.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.4% |
| 7D | +9.5% | -0.1% | +9.6% | +9.6% |
| 30D | +10.4% | -3.2% | +13.6% | +11.9% |
| 3M | +12.9% | -4.1% | +16.9% | +14.5% |
| 6M | +1.2% | -4.6% | +5.8% | +2.9% |
| YTD | +9.3% | +7.0% | +2.3% | +5.4% |
| 1Y | -18.0% | +8.3% | -26.3% | -21.4% |
| 3Y | -29.0% | +51.0% | -80.0% | -42.4% |
| 5Y | -9.6% | +30.2% | -39.7% | -22.8% |
| 10Y | +6.1% | +143.6% | -137.5% | -35.8% |
| All | +150.2% | +3,155.8% | -3,005.6% | -38.0% |
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