+70.7%
MSFU vs LNT
+26.1%
+44.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.8% |
| 7D | -2.3% | +0.2% | -2.5% | -2.4% |
| 30D | -6.3% | -0.5% | -5.7% | -6.2% |
| 3M | +40.0% | -5.5% | +45.5% | +40.5% |
| 6M | +30.1% | -3.8% | +33.9% | +30.0% |
| YTD | -10.3% | +6.8% | -17.2% | -12.6% |
| 1Y | -19.0% | +9.3% | -28.3% | -21.5% |
| 3Y | +25.8% | +47.9% | -22.1% | +7.9% |
| All | +70.7% | +26.1% | +44.6% | +73.9% |
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