+508.6%
MDLZ vs LNT
+1,228.0%
-719.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | +7.9% | +11.6% | -3.7% | +3.2% |
| 3M | +8.9% | +8.2% | +0.8% | +5.4% |
| 6M | +10.5% | +3.1% | +7.4% | +9.0% |
| YTD | +27.1% | +16.8% | +10.4% | +19.0% |
| 1Y | +20.9% | +11.6% | +9.3% | +15.3% |
| 3Y | +5.5% | +67.4% | -61.8% | -15.5% |
| 5Y | +22.2% | +56.8% | -34.5% | -0.5% |
| 10Y | +106.1% | +185.0% | -78.9% | +32.3% |
| All | +508.6% | +1,228.0% | -719.4% | +139.6% |
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 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