+1,111.5%
XLI vs LNT
+1,320.2%
-208.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | +1.0% | +1.0% | 0.0% | +0.5% |
| 30D | -5.8% | -1.1% | -4.7% | -5.4% |
| 3M | +0.7% | -3.6% | +4.3% | +2.1% |
| 6M | +3.2% | -2.7% | +5.8% | +4.0% |
| YTD | +13.0% | +8.0% | +5.0% | +8.8% |
| 1Y | +16.8% | +10.5% | +6.3% | +11.2% |
| 3Y | +72.4% | +49.6% | +22.8% | +42.1% |
| 5Y | +82.8% | +32.2% | +50.5% | +56.9% |
| 10Y | +252.4% | +141.8% | +110.7% | +127.7% |
| All | +1,111.5% | +1,320.2% | -208.7% | +275.5% |
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