+117.0%
AXP vs LNT
+31.3%
+85.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | -6.5% | -3.2% | -3.4% | -5.7% |
| 3M | +4.6% | -4.1% | +8.7% | +5.7% |
| 6M | +5.4% | -4.6% | +10.0% | +6.5% |
| YTD | -11.1% | +7.0% | -18.1% | -13.7% |
| 1Y | -0.3% | +8.3% | -8.6% | -3.7% |
| 3Y | +111.6% | +51.0% | +60.6% | +80.6% |
| All | +117.0% | +31.3% | +85.8% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling