-27.3%
AKAM vs LNT
+1,385.8%
-1,413.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | -0.1% |
| 7D | -0.8% | +1.0% | -1.8% | -1.3% |
| 30D | -4.5% | -1.1% | -3.4% | -4.0% |
| 3M | -25.6% | -3.6% | -22.0% | -24.6% |
| 6M | +5.7% | -2.7% | +8.4% | +6.3% |
| YTD | +21.0% | +8.0% | +13.0% | +15.7% |
| 1Y | +33.9% | +10.5% | +23.4% | +26.5% |
| 3Y | +0.9% | +49.6% | -48.7% | -19.1% |
| 5Y | -6.9% | +32.2% | -39.1% | -22.1% |
| 10Y | +97.4% | +141.8% | -44.4% | +13.8% |
| All | -27.3% | +1,385.8% | -1,413.0% | -84.9% |
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 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