+254.1%
MP vs LNT
+86.3%
+167.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +6.0% | +5.1% |
| 7D | -10.5% | +1.4% | -11.9% | -10.7% |
| 30D | -23.5% | +12.3% | -35.8% | -24.9% |
| 3M | -25.4% | +5.3% | -30.8% | -26.1% |
| 6M | -51.3% | +2.0% | -53.3% | -51.6% |
| YTD | -29.9% | +15.3% | -45.2% | -32.5% |
| 1Y | -31.8% | +12.3% | -44.1% | -33.9% |
| 3Y | +127.0% | +59.1% | +67.9% | +101.3% |
| 5Y | -3.3% | +51.7% | -55.0% | -12.2% |
| All | +254.1% | +86.3% | +167.8% | +191.8% |
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