+176.5%
XLE vs LNT
+185.4%
-8.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | +4.4% | -0.5% | +4.9% | +4.6% |
| 30D | -4.3% | +9.9% | -14.2% | -7.8% |
| 3M | +6.0% | +4.8% | +1.2% | +4.0% |
| 6M | +13.2% | +2.2% | +11.0% | +11.7% |
| YTD | +46.7% | +15.9% | +30.9% | +37.5% |
| 1Y | +46.6% | +10.6% | +36.1% | +39.9% |
| 3Y | +69.6% | +66.1% | +3.5% | +35.6% |
| 5Y | +166.5% | +55.6% | +110.9% | +114.3% |
| All | +176.5% | +185.4% | -8.9% | +111.1% |
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