+87.9%
MDLZ vs LNT
+140.9%
-53.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.8% |
| 7D | 0.0% | +0.2% | -0.2% | -0.2% |
| 30D | +1.4% | -0.5% | +2.0% | +1.7% |
| 3M | 0.0% | -5.5% | +5.5% | +2.9% |
| 6M | +9.1% | -3.8% | +12.9% | +11.1% |
| YTD | +17.9% | +6.8% | +11.1% | +13.6% |
| 1Y | +3.2% | +9.3% | -6.1% | -1.8% |
| 3Y | -2.5% | +47.9% | -50.4% | -21.9% |
| 5Y | +17.6% | +31.6% | -14.0% | -1.2% |
| 10Y | +87.9% | +150.1% | -62.2% | +7.6% |
| All | +87.9% | +140.9% | -53.0% | +7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling