+69.1%
MSI vs LNT
+46.9%
+22.2%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | -1.8% | -1.1% | -0.7% | -1.5% |
| 30D | -0.6% | -1.9% | +1.3% | -0.1% |
| 3M | +13.0% | -7.2% | +20.2% | +15.5% |
| 6M | +0.5% | -3.9% | +4.4% | +1.5% |
| YTD | +21.7% | +5.9% | +15.8% | +19.6% |
| 1Y | -2.6% | +8.4% | -11.0% | -4.9% |
| All | +69.1% | +46.9% | +22.2% | +52.1% |
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 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