+3,134.4%
MTZ vs LNT
+3,155.8%
-21.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.2% | +2.1% |
| 7D | -1.6% | -0.1% | -1.5% | -1.5% |
| 30D | -11.1% | -3.2% | -7.9% | -9.8% |
| 3M | -36.7% | -4.1% | -32.6% | -35.9% |
| 6M | -21.9% | -4.6% | -17.4% | -20.8% |
| YTD | +9.1% | +7.0% | +2.1% | +5.4% |
| 1Y | +30.0% | +8.3% | +21.7% | +24.7% |
| 3Y | +138.5% | +51.0% | +87.5% | +95.2% |
| 5Y | +158.3% | +30.2% | +128.2% | +122.3% |
| 10Y | +700.8% | +143.6% | +557.2% | +408.2% |
| All | +3,134.4% | +3,155.8% | -21.4% | +790.2% |
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