+2,450.7%
EXC vs LNT
+3,453.4%
-1,002.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.2% |
| 7D | -1.4% | -0.2% | -1.2% | -1.2% |
| 30D | +8.3% | +11.6% | -3.3% | +0.8% |
| 3M | +2.6% | +8.2% | -5.6% | -2.5% |
| 6M | +5.2% | +3.1% | +2.0% | +3.2% |
| YTD | +7.5% | +16.8% | -9.2% | -2.7% |
| 1Y | +3.2% | +11.6% | -8.5% | -3.9% |
| 3Y | +29.5% | +67.4% | -37.8% | -7.2% |
| 5Y | +39.7% | +56.8% | -17.1% | +4.1% |
| 10Y | +200.1% | +185.0% | +15.0% | +60.0% |
| All | +2,450.7% | +3,453.4% | -1,002.6% | +327.1% |
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