+552.8%
XLP vs LNT
+1,415.7%
-862.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -0.9% |
| 7D | +0.7% | +1.4% | -0.7% | +0.3% |
| 30D | +10.3% | +12.3% | -2.0% | +5.9% |
| 3M | +6.5% | +5.3% | +1.2% | +4.6% |
| 6M | +8.4% | +2.0% | +6.3% | +7.5% |
| YTD | +18.2% | +15.3% | +2.9% | +12.3% |
| 1Y | +22.4% | +12.3% | +10.1% | +17.3% |
| 3Y | +41.9% | +59.1% | -17.2% | +19.8% |
| 5Y | +40.9% | +51.7% | -10.8% | +19.9% |
| 10Y | +128.4% | +170.1% | -41.8% | +59.9% |
| All | +552.8% | +1,415.7% | -862.9% | +166.4% |
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