+1,106.7%
XLY vs LNT
+1,292.3%
-185.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.7% | -1.0% | -0.7% | -1.3% |
| 30D | -4.2% | -4.2% | +0.1% | -2.6% |
| 3M | -2.7% | -6.7% | +4.0% | -0.3% |
| 6M | -0.6% | -3.6% | +2.9% | +0.3% |
| YTD | -5.0% | +5.9% | -10.9% | -7.7% |
| 1Y | -4.1% | +7.3% | -11.4% | -7.3% |
| 3Y | +33.6% | +46.5% | -12.9% | +12.9% |
| 5Y | +28.7% | +32.5% | -3.8% | +11.7% |
| 10Y | +219.6% | +147.9% | +71.7% | +109.2% |
| All | +1,106.7% | +1,292.3% | -185.5% | +291.0% |
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