+267.3%
MP vs LNT
+88.7%
+178.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | -15.3% | +11.6% | -26.9% | -16.7% |
| 3M | -33.5% | +8.2% | -41.7% | -34.3% |
| 6M | -45.5% | +3.1% | -48.7% | -46.0% |
| YTD | -27.3% | +16.8% | -44.1% | -30.1% |
| 1Y | -40.7% | +11.6% | -52.3% | -42.4% |
| 3Y | +145.9% | +67.4% | +78.5% | +116.6% |
| 5Y | -13.9% | +56.8% | -70.7% | -21.6% |
| All | +267.3% | +88.7% | +178.6% | +202.2% |
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