+31.0%
XLB vs LNT
+54.8%
-23.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | +7.2% | +11.6% | -4.4% | +2.9% |
| 3M | 0.0% | +8.2% | -8.1% | -3.0% |
| 6M | +2.3% | +3.1% | -0.8% | +0.8% |
| YTD | +18.4% | +16.8% | +1.6% | +10.9% |
| 1Y | +23.3% | +11.6% | +11.7% | +17.6% |
| 3Y | +45.2% | +67.4% | -22.2% | +15.7% |
| 5Y | +31.0% | +56.8% | -25.8% | +6.3% |
| All | +31.0% | +54.8% | -23.9% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling