+101.1%
AKAM vs LNT
+148.3%
-47.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.5% | -1.0% | +2.5% | +1.8% |
| 30D | -13.0% | -4.2% | -8.8% | -11.9% |
| 3M | -19.4% | -6.7% | -12.7% | -17.9% |
| 6M | +0.3% | -3.6% | +3.9% | +0.9% |
| YTD | +22.4% | +5.9% | +16.5% | +19.5% |
| 1Y | +34.8% | +7.3% | +27.6% | +31.1% |
| 3Y | +1.9% | +46.5% | -44.5% | -10.9% |
| 5Y | -4.6% | +32.5% | -37.1% | -14.6% |
| All | +101.1% | +148.3% | -47.2% | +60.4% |
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