+8,096.9%
TMO vs LNT
+3,121.3%
+4,975.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -2.5% | -1.1% | -1.4% | -2.1% |
| 30D | -0.3% | -1.9% | +1.6% | +0.4% |
| 3M | +25.3% | -7.2% | +32.4% | +28.7% |
| 6M | +20.9% | -3.9% | +24.8% | +22.1% |
| YTD | +4.3% | +5.9% | -1.6% | +1.3% |
| 1Y | +27.0% | +8.4% | +18.7% | +22.2% |
| 3Y | +17.5% | +46.6% | -29.1% | -0.4% |
| 5Y | +6.9% | +32.4% | -25.5% | -6.7% |
| 10Y | +332.0% | +147.9% | +184.1% | +188.2% |
| All | +8,096.9% | +3,121.3% | +4,975.6% | +2,253.1% |
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