+1,455.3%
XLK vs LNT
+1,292.1%
+163.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -0.4% | -1.1% | +0.7% | 0.0% |
| 30D | -0.5% | -1.9% | +1.5% | +0.2% |
| 3M | +5.0% | -7.2% | +12.2% | +7.6% |
| 6M | +32.9% | -3.9% | +36.8% | +33.9% |
| YTD | +29.0% | +5.9% | +23.1% | +24.9% |
| 1Y | +37.8% | +8.4% | +29.5% | +32.0% |
| 3Y | +118.7% | +46.6% | +72.1% | +81.9% |
| 5Y | +145.6% | +32.4% | +113.1% | +110.1% |
| 10Y | +791.5% | +147.9% | +643.6% | +474.1% |
| All | +1,455.3% | +1,292.1% | +163.2% | +372.1% |
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