+144.2%
LNT vs XME
+421.4%
-277.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -1.0% | -4.2% | +3.2% | -0.4% |
| 30D | -4.2% | -2.7% | -1.5% | -3.9% |
| 3M | -6.7% | -3.9% | -2.8% | -6.4% |
| 6M | -3.6% | -1.0% | -2.6% | -4.1% |
| YTD | +5.9% | +9.8% | -3.9% | +3.1% |
| 1Y | +7.3% | +32.5% | -25.3% | +0.8% |
| 3Y | +46.5% | +124.3% | -77.9% | +23.8% |
| 5Y | +32.5% | +165.8% | -133.3% | +6.8% |
| All | +144.2% | +421.4% | -277.2% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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