+45.4%
MSFT vs LNT
+67.8%
-22.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.2% |
| 7D | -6.2% | -0.2% | -6.0% | -6.3% |
| 30D | -3.7% | +11.6% | -15.3% | -2.1% |
| 3M | +3.6% | +8.2% | -4.5% | +4.9% |
| 6M | +26.8% | +3.1% | +23.7% | +27.8% |
| YTD | +8.4% | +16.8% | -8.3% | +10.3% |
| 1Y | +3.3% | +11.6% | -8.3% | +4.9% |
| All | +45.4% | +67.8% | -22.3% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling