+176.8%
MS vs LNT
+67.4%
+109.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +5.1% | +1.0% | +4.0% | +4.9% |
| 30D | +5.7% | +9.6% | -3.9% | +3.7% |
| 3M | -12.2% | +5.4% | -17.6% | -13.1% |
| 6M | -0.5% | +3.1% | -3.6% | -1.5% |
| YTD | +9.8% | +16.5% | -6.7% | +4.1% |
| 1Y | +17.7% | +12.3% | +5.4% | +13.0% |
| 3Y | +176.8% | +70.3% | +106.5% | +120.5% |
| All | +176.8% | +67.4% | +109.5% | +120.5% |
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