+181.3%
XLE vs LNT
+140.9%
+40.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.2% |
| 7D | +0.3% | +0.2% | +0.1% | +0.2% |
| 30D | +8.5% | -0.5% | +9.0% | +8.7% |
| 3M | +14.6% | -5.5% | +20.1% | +16.8% |
| 6M | +17.6% | -3.8% | +21.4% | +18.7% |
| YTD | +48.1% | +6.8% | +41.3% | +43.5% |
| 1Y | +53.8% | +9.3% | +44.5% | +47.5% |
| 3Y | +56.2% | +47.9% | +8.3% | +31.3% |
| 5Y | +227.7% | +31.6% | +196.1% | +184.4% |
| 10Y | +181.3% | +150.1% | +31.2% | +111.8% |
| All | +181.3% | +140.9% | +40.4% | +111.8% |
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