+15.6%
MDLZ vs LNT
+35.5%
-19.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | +0.2% |
| 7D | 0.0% | +1.0% | -1.0% | -0.4% |
| 30D | -1.6% | -1.1% | -0.5% | -1.1% |
| 3M | +0.9% | -3.6% | +4.5% | +2.5% |
| 6M | +7.3% | -2.7% | +10.0% | +8.4% |
| YTD | +16.4% | +8.0% | +8.4% | +12.4% |
| 1Y | +3.0% | +10.5% | -7.5% | -1.6% |
| 3Y | -3.7% | +49.6% | -53.3% | -19.9% |
| 5Y | +15.6% | +32.2% | -16.6% | +2.4% |
| All | +15.6% | +35.5% | -19.8% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling