+3,874.2%
MSI vs LNT
+3,155.8%
+718.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | +6.8% | -3.2% | +10.0% | +8.3% |
| 3M | +14.3% | -4.1% | +18.4% | +16.2% |
| 6M | -1.6% | -4.6% | +3.0% | +0.1% |
| YTD | +22.8% | +7.0% | +15.8% | +18.8% |
| 1Y | -1.1% | +8.3% | -9.4% | -5.0% |
| 3Y | +70.5% | +51.0% | +19.5% | +39.2% |
| 5Y | +102.8% | +30.2% | +72.6% | +75.0% |
| 10Y | +597.4% | +143.6% | +453.8% | +347.1% |
| All | +3,874.2% | +3,155.8% | +718.4% | +815.0% |
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