+820.5%
XLB vs LNT
+1,307.0%
-486.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | -0.4% | -3.2% | +2.8% | +1.0% |
| 3M | +2.0% | -4.1% | +6.0% | +3.7% |
| 6M | +1.8% | -4.6% | +6.4% | +3.6% |
| YTD | +16.6% | +7.0% | +9.6% | +12.4% |
| 1Y | +16.9% | +8.3% | +8.7% | +12.0% |
| 3Y | +32.6% | +51.0% | -18.4% | +7.4% |
| 5Y | +35.6% | +30.2% | +5.5% | +16.2% |
| 10Y | +160.0% | +143.6% | +16.4% | +60.9% |
| All | +820.5% | +1,307.0% | -486.4% | +143.7% |
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