+41.4%
EXC vs LNT
+56.3%
-14.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.8% |
| 7D | -1.7% | +0.6% | -2.3% | -2.2% |
| 30D | +9.3% | +12.4% | -3.1% | -0.4% |
| 3M | +1.0% | +6.7% | -5.7% | -4.1% |
| 6M | +5.9% | +3.9% | +2.0% | +2.7% |
| YTD | +7.6% | +16.5% | -8.9% | -4.7% |
| 1Y | +2.4% | +12.5% | -10.1% | -6.7% |
| 3Y | +30.2% | +66.9% | -36.6% | -13.6% |
| 5Y | +41.4% | +56.1% | -14.7% | +0.6% |
| All | +41.4% | +56.3% | -14.9% | +0.6% |
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