+631.0%
MSCI vs LNT
+140.9%
+490.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.1% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | -1.2% | -0.5% | -0.7% | -1.0% |
| 3M | -8.4% | -5.5% | -2.9% | -6.2% |
| 6M | -1.0% | -3.8% | +2.8% | +0.1% |
| YTD | -2.3% | +6.8% | -9.1% | -6.2% |
| 1Y | -1.2% | +9.3% | -10.5% | -6.3% |
| 3Y | +7.9% | +47.9% | -40.0% | -12.4% |
| 5Y | -10.1% | +31.6% | -41.7% | -23.6% |
| 10Y | +631.0% | +150.1% | +480.8% | +372.9% |
| All | +631.0% | +140.9% | +490.0% | +372.9% |
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