+178.5%
EXE vs LNT
+65.1%
+113.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | -0.3% | -0.1% | -0.2% | -0.2% |
| 30D | +8.5% | -3.2% | +11.6% | +9.4% |
| 3M | +5.5% | -4.1% | +9.5% | +6.5% |
| 6M | -5.9% | -4.6% | -1.3% | -4.9% |
| YTD | -9.7% | +7.0% | -16.7% | -11.9% |
| 1Y | +3.6% | +8.3% | -4.7% | +0.7% |
| 3Y | +18.0% | +51.0% | -33.0% | +3.4% |
| 5Y | +109.4% | +30.2% | +79.3% | +92.4% |
| All | +178.5% | +65.1% | +113.3% | +171.2% |
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 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