+1,244.8%
LNT vs EXEL
+273.2%
+971.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.1% | +8.4% | -8.5% | -0.6% |
| 30D | -3.2% | +4.1% | -7.3% | -3.5% |
| 3M | -4.1% | +12.4% | -16.5% | -4.9% |
| 6M | -4.6% | +41.5% | -46.1% | -7.0% |
| YTD | +7.0% | +34.6% | -27.6% | +4.5% |
| 1Y | +8.3% | +57.9% | -49.6% | +4.4% |
| 3Y | +51.0% | +159.5% | -108.5% | +39.5% |
| 5Y | +30.2% | +198.5% | -168.3% | +18.4% |
| 10Y | +143.6% | +411.4% | -267.8% | +103.9% |
| All | +1,244.8% | +273.2% | +971.7% | +834.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling