+77.6%
XOP vs LNT
+808.6%
-731.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.6% |
| 7D | +6.3% | +1.0% | +5.3% | +5.7% |
| 30D | -6.6% | +9.6% | -16.2% | -12.0% |
| 3M | +3.6% | +5.4% | -1.8% | -0.2% |
| 6M | +10.8% | +3.1% | +7.6% | +7.4% |
| YTD | +48.3% | +16.5% | +31.8% | +32.7% |
| 1Y | +42.9% | +12.3% | +30.6% | +30.8% |
| 3Y | +43.3% | +70.3% | -27.0% | -2.0% |
| 5Y | +94.0% | +56.4% | +37.6% | +34.9% |
| 10Y | +53.7% | +184.3% | -130.6% | -39.0% |
| All | +77.6% | +808.6% | -731.0% | -78.4% |
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