+607.1%
MS vs LNT
+168.9%
+438.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -1.6% | +1.4% | -3.0% | -2.1% |
| 30D | -3.8% | +12.3% | -16.1% | -8.2% |
| 3M | -14.6% | +5.3% | -19.9% | -16.5% |
| 6M | -5.1% | +2.0% | -7.1% | -6.4% |
| YTD | +4.5% | +15.3% | -10.8% | -2.6% |
| 1Y | +13.5% | +12.3% | +1.3% | +6.9% |
| 3Y | +160.4% | +59.1% | +101.3% | +108.6% |
| 5Y | +112.9% | +51.7% | +61.2% | +71.4% |
| All | +607.1% | +168.9% | +438.2% | +504.2% |
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