+72.3%
MSFT vs LNT
+31.1%
+41.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -2.7% | -0.5% | -2.2% | -2.6% |
| 3M | +22.1% | -5.5% | +27.6% | +22.9% |
| 6M | +20.6% | -3.8% | +24.4% | +20.8% |
| YTD | +2.3% | +6.8% | -4.5% | +0.4% |
| 1Y | -0.5% | +9.3% | -9.9% | -2.8% |
| 3Y | +50.5% | +47.9% | +2.6% | +34.6% |
| 5Y | +72.3% | +31.6% | +40.7% | +60.1% |
| All | +72.3% | +31.1% | +41.2% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling