+855.0%
EXPE vs LNT
+913.5%
-58.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.7% |
| 7D | -9.5% | -0.1% | -9.4% | -9.5% |
| 30D | -6.6% | -3.2% | -3.5% | -5.0% |
| 3M | +31.4% | -4.1% | +35.4% | +34.1% |
| 6M | +35.2% | -4.6% | +39.8% | +37.5% |
| YTD | +5.8% | +7.0% | -1.2% | +0.7% |
| 1Y | +38.7% | +8.3% | +30.4% | +30.9% |
| 3Y | +175.8% | +51.0% | +124.8% | +112.9% |
| 5Y | +111.8% | +30.2% | +81.7% | +73.6% |
| 10Y | +179.7% | +143.6% | +36.1% | +52.1% |
| All | +855.0% | +913.5% | -58.5% | +96.8% |
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