+1,024.7%
XLE vs LNT
+1,307.0%
-282.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +11.8% | -3.2% | +15.0% | +13.5% |
| 3M | +9.8% | -4.1% | +13.9% | +11.7% |
| 6M | +15.6% | -4.6% | +20.1% | +17.6% |
| YTD | +45.3% | +7.0% | +38.3% | +39.3% |
| 1Y | +48.3% | +8.3% | +40.0% | +41.1% |
| 3Y | +55.4% | +51.0% | +4.4% | +22.5% |
| 5Y | +216.1% | +30.2% | +185.9% | +162.3% |
| 10Y | +178.4% | +143.6% | +34.8% | +58.6% |
| All | +1,024.7% | +1,307.0% | -282.2% | +153.1% |
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 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