+136.0%
XLC vs LNT
+136.8%
-0.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.9% |
| 7D | +3.7% | +1.0% | +2.7% | +3.4% |
| 30D | -1.9% | +9.6% | -11.5% | -4.7% |
| 3M | -3.1% | +5.4% | -8.5% | -4.8% |
| 6M | -6.4% | +3.1% | -9.5% | -7.6% |
| YTD | -6.8% | +16.5% | -23.3% | -11.8% |
| 1Y | -1.7% | +12.3% | -14.0% | -5.8% |
| 3Y | +64.7% | +70.3% | -5.6% | +35.3% |
| 5Y | +41.1% | +56.4% | -15.3% | +17.8% |
| All | +136.0% | +136.8% | -0.8% | +86.2% |
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