+129.0%
MSI vs LNT
+54.8%
+74.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +7.7% | -0.2% | +7.9% | +7.8% |
| 30D | +19.9% | +11.6% | +8.3% | +15.0% |
| 3M | +14.9% | +8.2% | +6.8% | +11.4% |
| 6M | +37.2% | +3.1% | +34.1% | +35.3% |
| YTD | +40.8% | +16.8% | +24.0% | +32.1% |
| 1Y | +38.1% | +11.6% | +26.5% | +31.9% |
| 3Y | +77.7% | +67.4% | +10.3% | +41.8% |
| 5Y | +129.0% | +56.8% | +72.3% | +91.1% |
| All | +129.0% | +54.8% | +74.2% | +91.1% |
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