+195.7%
MRVL vs LNT
+67.4%
+128.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.5% | -5.2% | -4.5% |
| 7D | +11.0% | +1.0% | +10.0% | +11.4% |
| 30D | -36.1% | +9.6% | -45.7% | -34.0% |
| 3M | -29.4% | +5.4% | -34.8% | -28.0% |
| 6M | -11.9% | +3.1% | -15.0% | -10.8% |
| YTD | +84.8% | +16.5% | +68.3% | +91.8% |
| 1Y | +79.4% | +12.3% | +67.1% | +84.9% |
| 3Y | +195.7% | +70.3% | +125.4% | +220.6% |
| All | +195.7% | +67.4% | +128.4% | +220.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling