+823.0%
XLB vs LNT
+1,423.7%
-600.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.9% |
| 7D | 0.0% | -0.5% | +0.6% | +0.3% |
| 30D | +5.3% | +9.9% | -4.7% | +0.8% |
| 3M | 0.0% | +4.8% | -4.8% | -2.2% |
| 6M | +1.2% | +2.2% | -0.9% | -0.2% |
| YTD | +16.9% | +15.9% | +1.0% | +8.6% |
| 1Y | +20.9% | +10.6% | +10.3% | +14.7% |
| 3Y | +43.3% | +66.1% | -22.8% | +11.2% |
| 5Y | +28.3% | +55.6% | -27.3% | +1.3% |
| 10Y | +165.3% | +182.8% | -17.5% | +53.6% |
| All | +823.0% | +1,423.7% | -600.7% | +135.4% |
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