+4,391.7%
XOM vs LNT
+3,150.6%
+1,241.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.7% |
| 7D | 0.0% | +0.2% | -0.1% | 0.0% |
| 30D | +3.4% | -0.5% | +4.0% | +3.6% |
| 3M | +11.0% | -5.5% | +16.5% | +13.3% |
| 6M | +10.6% | -3.8% | +14.4% | +11.8% |
| YTD | +39.2% | +6.8% | +32.4% | +34.6% |
| 1Y | +52.7% | +9.3% | +43.4% | +46.1% |
| 3Y | +56.8% | +47.9% | +8.8% | +30.3% |
| 5Y | +261.8% | +31.6% | +230.2% | +209.6% |
| 10Y | +191.3% | +150.1% | +41.2% | +84.1% |
| All | +4,391.7% | +3,150.6% | +1,241.2% | +1,088.1% |
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