+120.4%
XLK vs LNT
+46.9%
+73.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.2% | -1.0% | +1.3% | +0.1% |
| 30D | -0.6% | -4.2% | +3.6% | -1.0% |
| 3M | +2.6% | -6.7% | +9.2% | +1.8% |
| 6M | +34.0% | -3.6% | +37.5% | +33.2% |
| YTD | +30.7% | +5.9% | +24.8% | +30.1% |
| 1Y | +39.2% | +7.3% | +31.9% | +38.6% |
| 3Y | +120.4% | +46.5% | +73.9% | +118.7% |
| All | +120.4% | +46.9% | +73.5% | +118.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling