+1,925.8%
MRVL vs LNT
+148.3%
+1,777.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +5.6% | -1.0% | +6.7% | +5.8% |
| 30D | +8.8% | -4.2% | +13.0% | +9.8% |
| 3M | -15.9% | -6.7% | -9.2% | -14.9% |
| 6M | +161.3% | -3.6% | +164.8% | +161.5% |
| YTD | +178.2% | +5.9% | +172.4% | +172.1% |
| 1Y | +255.3% | +7.3% | +248.1% | +245.7% |
| 3Y | +323.1% | +46.5% | +276.6% | +270.5% |
| 5Y | +293.2% | +32.5% | +260.7% | +253.3% |
| All | +1,925.8% | +148.3% | +1,777.5% | +1,500.0% |
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