+156.4%
EXPE vs LNT
+148.3%
+8.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | -8.7% | -1.1% | -7.6% | -8.3% |
| 30D | -13.6% | -1.9% | -11.7% | -13.0% |
| 3M | +26.6% | -7.2% | +33.8% | +30.1% |
| 6M | +19.9% | -3.9% | +23.8% | +21.2% |
| YTD | -1.7% | +5.9% | -7.6% | -5.0% |
| 1Y | +29.4% | +8.4% | +21.1% | +23.7% |
| 3Y | +155.7% | +46.6% | +109.1% | +112.4% |
| 5Y | +93.1% | +32.4% | +60.6% | +65.0% |
| All | +156.4% | +148.3% | +8.1% | +100.3% |
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