+821.1%
XLB vs LNT
+1,431.6%
-610.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +0.5% | +1.0% | -0.5% | +0.1% |
| 30D | +5.2% | +9.6% | -4.4% | +0.8% |
| 3M | +0.3% | +5.4% | -5.1% | -2.2% |
| 6M | +1.2% | +3.1% | -2.0% | -0.7% |
| YTD | +16.6% | +16.5% | +0.2% | +8.1% |
| 1Y | +21.4% | +12.3% | +9.1% | +14.4% |
| 3Y | +43.2% | +70.3% | -27.1% | +9.9% |
| 5Y | +28.0% | +56.4% | -28.4% | +0.8% |
| 10Y | +164.8% | +184.3% | -19.5% | +52.9% |
| All | +821.1% | +1,431.6% | -610.5% | +134.3% |
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