+915.1%
MSFT vs LNT
+186.9%
+728.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | 0.0% |
| 7D | -1.3% | +1.0% | -2.3% | -1.6% |
| 30D | -1.8% | +9.6% | -11.4% | -4.6% |
| 3M | +5.6% | +5.4% | +0.2% | +3.8% |
| 6M | +29.8% | +3.1% | +26.7% | +28.0% |
| YTD | +9.0% | +16.5% | -7.5% | +2.7% |
| 1Y | +4.9% | +12.3% | -7.4% | +0.1% |
| 3Y | +46.2% | +70.3% | -24.1% | +16.6% |
| 5Y | +62.1% | +56.4% | +5.7% | +32.0% |
| All | +915.1% | +186.9% | +728.2% | +570.3% |
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