+112.4%
MS vs LNT
+51.7%
+60.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -1.6% | +1.4% | -3.0% | -1.9% |
| 30D | -3.8% | +12.3% | -16.1% | -7.1% |
| 3M | -14.6% | +5.3% | -19.9% | -16.0% |
| 6M | -5.1% | +2.0% | -7.1% | -6.1% |
| YTD | +4.5% | +15.3% | -10.8% | -1.5% |
| 1Y | +13.5% | +12.3% | +1.3% | +8.0% |
| 3Y | +160.4% | +59.1% | +101.3% | +114.9% |
| All | +112.4% | +51.7% | +60.7% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling