+88.3%
EXPE vs LNT
+31.1%
+57.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -11.5% | +0.2% | -11.7% | -11.6% |
| 30D | -13.1% | -0.5% | -12.5% | -13.0% |
| 3M | +18.1% | -5.5% | +23.7% | +19.8% |
| 6M | +13.3% | -3.8% | +17.1% | +14.1% |
| YTD | -3.2% | +6.8% | -10.1% | -6.0% |
| 1Y | +26.1% | +9.3% | +16.8% | +21.5% |
| 3Y | +151.7% | +47.9% | +103.8% | +117.7% |
| 5Y | +88.3% | +31.6% | +56.7% | +67.2% |
| All | +88.3% | +31.1% | +57.2% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling