+578.8%
MS vs LNT
+166.8%
+412.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.7% |
| 7D | +0.7% | +0.6% | +0.1% | +0.5% |
| 30D | -0.9% | +12.4% | -13.3% | -5.6% |
| 3M | -13.0% | +6.7% | -19.7% | -15.4% |
| 6M | -2.0% | +3.9% | -5.9% | -4.1% |
| YTD | +7.8% | +16.5% | -8.7% | -0.1% |
| 1Y | +17.9% | +12.5% | +5.4% | +10.8% |
| 3Y | +174.8% | +66.9% | +107.9% | +114.4% |
| 5Y | +119.9% | +56.1% | +63.8% | +73.8% |
| 10Y | +578.8% | +173.2% | +405.6% | +462.2% |
| All | +578.8% | +166.8% | +412.0% | +462.2% |
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