+265.1%
MU vs LNT
+13.9%
+251.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.3% | -9.3% | -4.7% |
| 7D | -19.1% | +7.2% | -26.3% | -13.2% |
| 30D | -25.2% | +15.6% | -40.9% | -14.4% |
| 3M | -10.9% | +5.2% | -16.1% | -5.6% |
| 6M | +38.0% | +1.7% | +36.3% | +46.0% |
| YTD | +178.8% | +17.0% | +161.8% | +226.2% |
| 1Y | +265.1% | +14.2% | +250.9% | +325.7% |
| All | +265.1% | +13.9% | +251.2% | +325.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling