+255.6%
XOM vs LNT
+31.4%
+224.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | +1.9% | -1.1% | +3.0% | +2.1% |
| 30D | +4.1% | -1.9% | +6.0% | +4.4% |
| 3M | +10.4% | -7.2% | +17.6% | +12.0% |
| 6M | +13.0% | -3.9% | +16.9% | +13.6% |
| YTD | +40.1% | +5.9% | +34.2% | +37.7% |
| 1Y | +51.1% | +8.4% | +42.8% | +47.8% |
| 3Y | +57.7% | +46.6% | +11.1% | +44.3% |
| All | +255.6% | +31.4% | +224.2% | +234.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling