+808.5%
MS vs LNT
+141.9%
+666.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | -0.3% | -3.2% | +2.9% | +1.0% |
| 3M | +0.3% | -4.1% | +4.4% | +1.5% |
| 6M | +31.3% | -4.6% | +35.9% | +32.9% |
| YTD | +24.7% | +7.0% | +17.7% | +19.8% |
| 1Y | +47.9% | +8.3% | +39.6% | +41.2% |
| 3Y | +178.3% | +51.0% | +127.3% | +127.9% |
| 5Y | +144.9% | +30.2% | +114.7% | +110.9% |
| All | +808.5% | +141.9% | +666.6% | +654.0% |
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