+197.7%
EXC vs LNT
+174.3%
+23.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | 0.0% |
| 7D | +0.1% | +1.6% | -1.5% | -1.3% |
| 30D | +9.0% | +12.1% | -3.0% | -1.3% |
| 3M | +3.3% | +8.2% | -4.9% | -3.6% |
| 6M | +5.7% | +3.6% | +2.0% | +2.4% |
| YTD | +7.3% | +16.2% | -8.8% | -5.9% |
| 1Y | +2.9% | +12.8% | -9.9% | -7.5% |
| 3Y | +29.3% | +66.5% | -37.2% | -18.1% |
| 5Y | +40.1% | +53.8% | -13.8% | -6.4% |
| 10Y | +197.7% | +182.5% | +15.1% | +16.7% |
| All | +197.7% | +174.3% | +23.3% | +16.7% |
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