+2,340.5%
EXC vs LNT
+3,155.8%
-815.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.0% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | -3.7% | -3.2% | -0.5% | -1.7% |
| 3M | -1.3% | -4.1% | +2.8% | +1.5% |
| 6M | -9.7% | -4.6% | -5.1% | -6.9% |
| YTD | +2.9% | +7.0% | -4.1% | -1.5% |
| 1Y | +4.4% | +8.3% | -3.9% | -0.8% |
| 3Y | +22.2% | +51.0% | -28.8% | -6.4% |
| 5Y | +46.7% | +30.2% | +16.5% | +23.1% |
| 10Y | +155.3% | +143.6% | +11.8% | +50.1% |
| All | +2,340.5% | +3,155.8% | -815.3% | +332.5% |
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