+158.8%
XLB vs LNT
+148.3%
+10.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -3.5% | -1.1% | -2.4% | -3.1% |
| 30D | -4.7% | -1.9% | -2.7% | -4.0% |
| 3M | +2.7% | -7.2% | +9.9% | +5.8% |
| 6M | +2.6% | -3.9% | +6.5% | +3.9% |
| YTD | +12.8% | +5.9% | +7.0% | +9.6% |
| 1Y | +14.0% | +8.4% | +5.6% | +9.4% |
| 3Y | +31.5% | +46.6% | -15.1% | +9.5% |
| 5Y | +33.4% | +32.4% | +1.0% | +14.8% |
| All | +158.8% | +148.3% | +10.6% | +93.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling