+508.9%
XLP vs LNT
+1,307.0%
-798.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -0.9% | -3.2% | +2.3% | +0.2% |
| 3M | +3.8% | -4.1% | +7.9% | +5.3% |
| 6M | -1.7% | -4.6% | +2.8% | -0.3% |
| YTD | +10.3% | +7.0% | +3.3% | +7.5% |
| 1Y | +7.8% | +8.3% | -0.5% | +4.6% |
| 3Y | +27.2% | +51.0% | -23.8% | +9.2% |
| 5Y | +32.5% | +30.2% | +2.4% | +18.8% |
| 10Y | +101.8% | +143.6% | -41.8% | +46.2% |
| All | +508.9% | +1,307.0% | -798.0% | +155.1% |
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