+253.9%
XLI vs LNT
+148.3%
+105.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.7% | -1.0% | -0.6% | -1.2% |
| 30D | -7.3% | -4.2% | -3.0% | -5.6% |
| 3M | -1.3% | -6.7% | +5.3% | +1.3% |
| 6M | +2.2% | -3.6% | +5.8% | +3.3% |
| YTD | +11.7% | +5.9% | +5.8% | +8.5% |
| 1Y | +14.3% | +7.3% | +7.0% | +10.2% |
| 3Y | +70.3% | +46.5% | +23.9% | +41.8% |
| 5Y | +82.3% | +32.5% | +49.9% | +56.7% |
| All | +253.9% | +148.3% | +105.6% | +162.6% |
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 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