+116.8%
AXP vs LNT
+66.9%
+49.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -0.6% | +1.6% | -2.2% | -0.9% |
| 30D | +5.0% | +12.1% | -7.1% | +2.5% |
| 3M | -4.2% | +8.2% | -12.4% | -5.8% |
| 6M | +2.9% | +3.6% | -0.7% | +2.0% |
| YTD | -11.6% | +16.2% | -27.8% | -15.4% |
| 1Y | -11.1% | +12.8% | -23.9% | -14.2% |
| All | +116.8% | +66.9% | +49.9% | +87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling