+54,805.5%
AMGN vs LNT
+3,186.5%
+51,619.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.9% | -11.0% | -10.4% |
| 7D | -10.3% | +1.0% | -11.3% | -10.6% |
| 30D | -3.8% | -1.1% | -2.7% | -3.5% |
| 3M | +14.4% | -3.6% | +18.0% | +15.7% |
| 6M | +7.8% | -2.7% | +10.5% | +8.6% |
| YTD | +22.6% | +8.0% | +14.6% | +18.7% |
| 1Y | +44.2% | +10.5% | +33.8% | +38.5% |
| 3Y | +65.8% | +49.6% | +16.2% | +41.7% |
| 5Y | +108.0% | +32.2% | +75.7% | +83.6% |
| 10Y | +209.9% | +141.8% | +68.1% | +115.9% |
| All | +54,805.5% | +3,186.5% | +51,619.0% | +15,678.6% |
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