+223.5%
LNT vs XLRE
+109.5%
+114.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.6% |
| 7D | -1.0% | -1.2% | +0.1% | -0.3% |
| 30D | -4.2% | -2.4% | -1.8% | -2.7% |
| 3M | -6.7% | -2.5% | -4.2% | -5.1% |
| 6M | -3.6% | +4.0% | -7.5% | -6.2% |
| YTD | +5.9% | +9.3% | -3.4% | -0.5% |
| 1Y | +7.3% | +5.6% | +1.7% | +3.1% |
| 3Y | +46.5% | +31.3% | +15.2% | +20.2% |
| 5Y | +32.5% | +9.5% | +22.9% | +21.4% |
| 10Y | +147.9% | +89.0% | +58.9% | +52.1% |
| All | +223.5% | +109.5% | +114.0% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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