+6,524.1%
AXP vs LNT
+3,407.5%
+3,116.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.7% |
| 7D | +0.6% | +1.4% | -0.8% | -0.1% |
| 30D | +5.8% | +12.3% | -6.5% | -0.4% |
| 3M | -6.0% | +5.3% | -11.3% | -8.7% |
| 6M | +0.3% | +2.0% | -1.7% | -1.3% |
| YTD | -12.3% | +15.3% | -27.5% | -19.5% |
| 1Y | -11.2% | +12.3% | -23.5% | -17.5% |
| 3Y | +117.0% | +59.1% | +57.9% | +65.2% |
| 5Y | +93.2% | +51.7% | +41.5% | +47.7% |
| 10Y | +461.2% | +170.1% | +291.1% | +211.4% |
| All | +6,524.1% | +3,407.5% | +3,116.6% | +927.4% |
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