+160.8%
EXC vs LNT
+140.9%
+19.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | +0.4% |
| 7D | +0.3% | +0.2% | +0.2% | +0.2% |
| 30D | -0.9% | -0.5% | -0.3% | -0.4% |
| 3M | -2.7% | -5.5% | +2.8% | +2.2% |
| 6M | -9.4% | -3.8% | -5.6% | -6.4% |
| YTD | +3.0% | +6.8% | -3.8% | -2.9% |
| 1Y | +5.1% | +9.3% | -4.2% | -2.9% |
| 3Y | +20.6% | +47.9% | -27.3% | -15.5% |
| 5Y | +45.7% | +31.6% | +14.1% | +11.7% |
| 10Y | +160.8% | +150.1% | +10.7% | +11.4% |
| All | +160.8% | +140.9% | +19.9% | +11.4% |
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 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