+847.8%
MU vs LNT
+51.7%
+796.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.2% | +5.0% |
| 7D | -22.0% | +1.4% | -23.4% | -21.9% |
| 30D | -36.6% | +12.3% | -48.9% | -36.0% |
| 3M | -21.7% | +5.3% | -27.0% | -21.2% |
| 6M | +3.5% | +2.0% | +1.5% | +4.0% |
| YTD | +141.9% | +15.3% | +126.7% | +141.7% |
| 1Y | +189.8% | +12.3% | +177.6% | +190.0% |
| 3Y | +855.4% | +59.1% | +796.3% | +820.4% |
| All | +847.8% | +51.7% | +796.2% | +802.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling