+604.3%
MTUM vs LNT
+305.1%
+299.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.7% | -1.0% | +1.8% | +1.1% |
| 30D | -2.4% | -4.2% | +1.8% | -1.1% |
| 3M | -3.6% | -6.7% | +3.0% | -1.7% |
| 6M | +23.7% | -3.6% | +27.2% | +24.4% |
| YTD | +22.9% | +5.9% | +17.0% | +19.5% |
| 1Y | +21.8% | +7.3% | +14.5% | +17.7% |
| 3Y | +114.4% | +46.5% | +68.0% | +82.9% |
| 5Y | +79.6% | +32.5% | +47.1% | +56.9% |
| 10Y | +356.2% | +147.9% | +208.3% | +208.0% |
| All | +604.3% | +305.1% | +299.2% | +276.0% |
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