+20.5%
EXC vs LNT
+50.5%
-30.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.0% |
| 7D | +0.3% | -0.1% | +0.4% | +0.4% |
| 30D | -3.7% | -3.2% | -0.5% | -1.2% |
| 3M | -1.3% | -4.1% | +2.8% | +2.1% |
| 6M | -9.7% | -4.6% | -5.1% | -6.3% |
| YTD | +2.9% | +7.0% | -4.1% | -2.6% |
| 1Y | +4.4% | +8.3% | -3.9% | -2.1% |
| All | +20.5% | +50.5% | -30.1% | -14.2% |
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