-19.3%
MP vs LNT
+55.5%
-74.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.7% | +2.2% |
| 7D | +11.0% | -0.5% | +11.5% | +11.1% |
| 30D | -11.7% | +9.9% | -21.7% | -14.0% |
| 3M | -30.8% | +4.8% | -35.6% | -31.7% |
| 6M | -42.9% | +2.2% | -45.1% | -43.7% |
| YTD | -25.9% | +15.9% | -41.7% | -30.7% |
| 1Y | -37.3% | +10.6% | -47.8% | -40.2% |
| 3Y | +150.7% | +66.1% | +84.6% | +97.1% |
| 5Y | -19.3% | +55.6% | -74.9% | -33.6% |
| All | -19.3% | +55.5% | -74.8% | -33.6% |
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 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