+424.9%
AXP vs LNT
+184.1%
+240.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.4% |
| 7D | -2.9% | -0.2% | -2.6% | -2.7% |
| 30D | +3.7% | +11.6% | -7.9% | -1.9% |
| 3M | -4.9% | +8.2% | -13.1% | -8.7% |
| 6M | +4.1% | +3.1% | +0.9% | +1.9% |
| YTD | -11.7% | +16.8% | -28.5% | -19.4% |
| 1Y | -11.7% | +11.6% | -23.3% | -17.5% |
| 3Y | +116.5% | +67.4% | +49.1% | +59.3% |
| 5Y | +89.5% | +56.8% | +32.7% | +41.0% |
| 10Y | +424.9% | +185.0% | +239.9% | +253.0% |
| All | +424.9% | +184.1% | +240.8% | +253.0% |
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