+125.4%
EXPE vs LNT
+184.1%
-58.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.2% |
| 7D | -17.8% | -0.2% | -17.6% | -17.7% |
| 30D | -3.2% | +11.6% | -14.9% | -7.1% |
| 3M | -19.0% | +8.2% | -27.1% | -21.3% |
| 6M | +17.7% | +3.1% | +14.6% | +16.2% |
| YTD | -7.8% | +16.8% | -24.6% | -14.1% |
| 1Y | -1.4% | +11.6% | -13.0% | -6.4% |
| 3Y | +121.9% | +67.4% | +54.6% | +74.5% |
| 5Y | +44.3% | +56.8% | -12.5% | +14.7% |
| 10Y | +125.4% | +185.0% | -59.6% | +67.6% |
| All | +125.4% | +184.1% | -58.7% | +67.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling