+404.4%
MTZ vs LNT
+185.4%
+219.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | +16.5% | -0.5% | +17.0% | +16.7% |
| 30D | -10.2% | +9.9% | -20.1% | -13.3% |
| 3M | -34.2% | +4.8% | -38.9% | -35.4% |
| 6M | -56.0% | +2.2% | -58.1% | -56.6% |
| YTD | -14.8% | +15.9% | -30.7% | -19.9% |
| 1Y | -7.2% | +10.6% | -17.8% | -11.3% |
| 3Y | +275.8% | +66.1% | +209.7% | +202.9% |
| 5Y | +93.5% | +55.6% | +37.9% | +58.3% |
| All | +404.4% | +185.4% | +219.0% | +326.3% |
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