+49.4%
LNT vs EXEL
+161.8%
-112.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.1% |
| 7D | +1.0% | +1.4% | -0.4% | +0.9% |
| 30D | -1.1% | +6.7% | -7.8% | -1.5% |
| 3M | -3.6% | +11.5% | -15.1% | -4.3% |
| 6M | -2.7% | +38.8% | -41.5% | -5.0% |
| YTD | +8.0% | +31.6% | -23.6% | +5.7% |
| 1Y | +10.5% | +53.0% | -42.6% | +6.6% |
| All | +49.4% | +161.8% | -112.4% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling