+144.2%
LNT vs XHB
+215.4%
-71.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.4% |
| 7D | -1.0% | -4.6% | +3.6% | +0.2% |
| 30D | -4.2% | -9.1% | +4.9% | -1.8% |
| 3M | -6.7% | -8.6% | +1.9% | -4.6% |
| 6M | -3.6% | -4.0% | +0.5% | -3.1% |
| YTD | +5.9% | -3.9% | +9.8% | +6.1% |
| 1Y | +7.3% | -16.5% | +23.7% | +11.7% |
| 3Y | +46.5% | +22.6% | +23.9% | +32.9% |
| 5Y | +32.5% | +33.9% | -1.5% | +14.2% |
| All | +144.2% | +215.4% | -71.2% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling