+415.1%
XLF vs LNT
+1,320.2%
-905.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.9% |
| 7D | +0.2% | +1.0% | -0.8% | -0.3% |
| 30D | -0.5% | -1.1% | +0.6% | 0.0% |
| 3M | +10.6% | -3.6% | +14.2% | +12.4% |
| 6M | +14.3% | -2.7% | +16.9% | +15.2% |
| YTD | +5.5% | +8.0% | -2.5% | +0.6% |
| 1Y | +9.6% | +10.5% | -0.9% | +3.1% |
| 3Y | +75.2% | +49.6% | +25.6% | +39.0% |
| 5Y | +65.5% | +32.2% | +33.3% | +37.4% |
| 10Y | +246.4% | +141.8% | +104.7% | +101.1% |
| All | +415.1% | +1,320.2% | -905.1% | +14.6% |
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