+1,902.7%
XEL vs LNT
+3,150.5%
-1,247.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.2% |
| 7D | +0.9% | +0.2% | +0.7% | +0.8% |
| 30D | -0.9% | -0.5% | -0.4% | -0.5% |
| 3M | -1.4% | -5.5% | +4.1% | +2.3% |
| 6M | -5.8% | -3.8% | -2.0% | -3.3% |
| YTD | +4.7% | +6.8% | -2.1% | +0.5% |
| 1Y | +9.1% | +9.3% | -0.3% | +3.2% |
| 3Y | +47.8% | +47.9% | -0.1% | +15.4% |
| 5Y | +29.0% | +31.6% | -2.6% | +8.6% |
| 10Y | +154.0% | +150.1% | +3.9% | +48.8% |
| All | +1,902.7% | +3,150.5% | -1,247.8% | +236.3% |
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