+118.3%
MOS vs LNT
+3,407.5%
-3,289.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.6% |
| 7D | +21.6% | +1.4% | +20.2% | +21.0% |
| 30D | +12.0% | +12.3% | -0.3% | +6.3% |
| 3M | -3.9% | +5.3% | -9.2% | -6.2% |
| 6M | -3.3% | +2.0% | -5.4% | -4.6% |
| YTD | -4.6% | +15.3% | -19.9% | -11.0% |
| 1Y | -7.0% | +12.3% | -19.3% | -12.2% |
| 3Y | -24.4% | +59.1% | -83.5% | -39.9% |
| 5Y | -32.1% | +51.7% | -83.8% | -45.7% |
| 10Y | +10.3% | +170.1% | -159.8% | -36.1% |
| All | +118.3% | +3,407.5% | -3,289.2% | -47.6% |
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