+46.5%
LNT vs XME
+124.3%
-77.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.7% |
| 7D | -1.1% | -3.0% | +1.9% | -0.9% |
| 30D | -1.9% | -2.6% | +0.7% | -1.8% |
| 3M | -7.2% | +2.2% | -9.3% | -7.4% |
| 6M | -3.9% | +0.7% | -4.6% | -4.3% |
| YTD | +5.9% | +10.9% | -5.0% | +3.8% |
| 1Y | +8.4% | +35.7% | -27.3% | +3.1% |
| All | +46.5% | +124.3% | -77.8% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling