+1,364.0%
LNT vs EXEL
+336.4%
+1,027.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | +1.0% | -0.8% | +1.9% | +1.1% |
| 30D | +9.6% | +13.1% | -3.5% | +8.7% |
| 3M | +5.4% | +36.3% | -30.9% | +3.1% |
| 6M | +3.1% | +34.5% | -31.4% | +0.9% |
| YTD | +16.5% | +57.4% | -40.9% | +12.5% |
| 1Y | +12.3% | +62.9% | -50.6% | +8.2% |
| 3Y | +70.3% | +229.5% | -159.2% | +54.9% |
| 5Y | +56.4% | +281.2% | -224.8% | +39.9% |
| 10Y | +184.3% | +320.7% | -136.4% | +142.6% |
| All | +1,364.0% | +336.4% | +1,027.6% | +905.5% |
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