+139,698.9%
MSFT vs LNT
+3,425.8%
+136,273.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.6% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | -3.8% | +9.9% | -13.7% | -7.1% |
| 3M | +6.4% | +4.8% | +1.6% | +4.4% |
| 6M | +28.8% | +2.2% | +26.6% | +27.0% |
| YTD | +8.8% | +15.9% | -7.0% | +1.9% |
| 1Y | +3.2% | +10.6% | -7.4% | -1.7% |
| 3Y | +44.8% | +66.1% | -21.3% | +15.9% |
| 5Y | +61.8% | +55.6% | +6.2% | +31.2% |
| 10Y | +897.9% | +182.8% | +715.1% | +527.5% |
| All | +139,698.9% | +3,425.8% | +136,273.1% | +38,379.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling