+31.6%
LNT vs EXEL
+194.6%
-163.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.2% |
| 7D | +0.2% | -0.3% | +0.5% | +0.2% |
| 30D | -0.5% | +10.1% | -10.7% | -1.3% |
| 3M | -5.5% | +10.1% | -15.6% | -6.4% |
| 6M | -3.8% | +37.7% | -41.5% | -6.6% |
| YTD | +6.8% | +33.1% | -26.3% | +3.9% |
| 1Y | +9.3% | +52.4% | -43.1% | +4.7% |
| 3Y | +47.9% | +163.8% | -115.9% | +30.9% |
| 5Y | +31.6% | +198.5% | -166.9% | +16.0% |
| All | +31.6% | +194.6% | -163.0% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling