+872.1%
MSFT vs LNT
+148.3%
+723.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -3.5% | -1.1% | -2.4% | -3.1% |
| 30D | -2.1% | -1.9% | -0.1% | -1.5% |
| 3M | +24.2% | -7.2% | +31.3% | +26.8% |
| 6M | +21.9% | -3.9% | +25.8% | +22.6% |
| YTD | +2.5% | +5.9% | -3.4% | -0.5% |
| 1Y | -0.8% | +8.4% | -9.1% | -4.5% |
| 3Y | +50.8% | +46.6% | +4.2% | +26.7% |
| 5Y | +73.5% | +32.4% | +41.1% | +50.2% |
| All | +872.1% | +148.3% | +723.8% | +571.7% |
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