+6,288.2%
MS vs LNT
+1,737.5%
+4,550.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.7% |
| 3M | +0.3% | -4.1% | +4.4% | +2.3% |
| 6M | +31.3% | -4.6% | +35.9% | +33.8% |
| YTD | +24.7% | +7.0% | +17.7% | +17.4% |
| 1Y | +47.9% | +8.3% | +39.6% | +37.9% |
| 3Y | +178.3% | +51.0% | +127.3% | +105.0% |
| 5Y | +144.9% | +30.2% | +114.7% | +93.0% |
| 10Y | +804.5% | +143.6% | +660.9% | +332.1% |
| All | +6,288.2% | +1,737.5% | +4,550.7% | +826.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling