+506.2%
MDLZ vs LNT
+1,225.1%
-718.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | +10.0% | +12.4% | -2.4% | +4.8% |
| 3M | +7.1% | +6.7% | +0.4% | +4.2% |
| 6M | +9.8% | +3.9% | +5.9% | +8.0% |
| YTD | +26.6% | +16.5% | +10.1% | +18.7% |
| 1Y | +20.3% | +12.5% | +7.8% | +14.4% |
| 3Y | +5.4% | +66.9% | -61.5% | -15.5% |
| 5Y | +22.2% | +56.1% | -33.9% | -0.3% |
| 10Y | +92.2% | +173.2% | -81.0% | +25.3% |
| All | +506.2% | +1,225.1% | -718.9% | +138.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling