+143.7%
XLC vs LNT
+115.3%
+28.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +0.5% | -1.0% | +1.6% | +0.8% |
| 30D | +2.1% | -4.2% | +6.4% | +3.5% |
| 3M | +0.7% | -6.7% | +7.4% | +2.7% |
| 6M | -3.2% | -3.6% | +0.4% | -2.5% |
| YTD | -3.8% | +5.9% | -9.7% | -6.1% |
| 1Y | -2.0% | +7.3% | -9.3% | -4.8% |
| 3Y | +71.4% | +46.5% | +24.9% | +47.9% |
| 5Y | +40.7% | +32.5% | +8.2% | +24.4% |
| All | +143.7% | +115.3% | +28.4% | +98.3% |
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 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