+3,634.3%
REGN vs LNT
+2,630.5%
+1,003.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.6% | -1.0% | -4.5% | -5.2% |
| 30D | -2.0% | -4.2% | +2.3% | -0.2% |
| 3M | +28.0% | -6.7% | +34.6% | +31.5% |
| 6M | +1.2% | -3.6% | +4.7% | +2.3% |
| YTD | +1.6% | +5.9% | -4.2% | -1.3% |
| 1Y | +38.2% | +7.3% | +31.0% | +33.3% |
| 3Y | -5.4% | +46.5% | -51.8% | -21.4% |
| 5Y | +21.3% | +32.5% | -11.2% | +3.1% |
| 10Y | +105.2% | +147.9% | -42.7% | +24.1% |
| All | +3,634.3% | +2,630.5% | +1,003.7% | +711.0% |
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