-16.2%
MPWR vs LNT
+3.4%
-19.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +1.1% | +15.5% | +17.4% |
| 7D | +11.6% | +0.6% | +11.0% | +12.2% |
| 30D | +0.1% | +12.4% | -12.3% | +10.2% |
| 3M | -0.8% | +6.7% | -7.5% | +3.8% |
| All | -16.2% | +3.4% | -19.6% | -16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling