+454.2%
MDLZ vs LNT
+1,116.8%
-662.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -2.1% | -3.2% | +1.1% | -0.8% |
| 3M | +1.3% | -4.1% | +5.4% | +3.0% |
| 6M | +6.2% | -4.6% | +10.8% | +8.1% |
| YTD | +15.8% | +7.0% | +8.8% | +12.4% |
| 1Y | +4.1% | +8.3% | -4.2% | +0.5% |
| 3Y | -4.1% | +51.0% | -55.1% | -20.0% |
| 5Y | +13.4% | +30.2% | -16.8% | -0.4% |
| 10Y | +75.7% | +143.6% | -67.9% | +19.9% |
| All | +454.2% | +1,116.8% | -662.5% | +126.3% |
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