+548.6%
XRT vs LNT
+806.3%
-257.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | +4.1% | +1.6% | +2.5% | +3.4% |
| 30D | +9.9% | +12.1% | -2.1% | +4.5% |
| 3M | +2.3% | +8.2% | -5.9% | -1.3% |
| 6M | +9.6% | +3.6% | +6.0% | +7.5% |
| YTD | +9.1% | +16.2% | -7.0% | +1.4% |
| 1Y | +16.2% | +12.8% | +3.4% | +9.4% |
| 3Y | +60.1% | +66.5% | -6.4% | +24.2% |
| 5Y | -0.5% | +53.8% | -54.3% | -21.4% |
| 10Y | +145.1% | +182.5% | -37.4% | +34.5% |
| All | +548.6% | +806.3% | -257.6% | +65.5% |
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