+64.3%
XLF vs LNT
+31.4%
+32.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.5% | -1.0% | -0.4% | -1.1% |
| 30D | -1.2% | -4.2% | +3.1% | +0.2% |
| 3M | +9.2% | -6.7% | +15.9% | +11.5% |
| 6M | +16.3% | -3.6% | +19.9% | +17.3% |
| YTD | +5.4% | +5.9% | -0.4% | +2.5% |
| 1Y | +7.6% | +7.3% | +0.3% | +4.1% |
| 3Y | +74.2% | +46.5% | +27.7% | +49.4% |
| All | +64.3% | +31.4% | +32.9% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling