+513.3%
XRT vs LNT
+734.7%
-221.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | -4.2% | -3.2% | -1.0% | -2.8% |
| 3M | +5.1% | -4.1% | +9.2% | +6.8% |
| 6M | +2.4% | -4.6% | +7.0% | +4.1% |
| YTD | +3.2% | +7.0% | -3.8% | -0.5% |
| 1Y | +1.5% | +8.3% | -6.8% | -2.8% |
| 3Y | +40.6% | +51.0% | -10.4% | +13.9% |
| 5Y | -1.0% | +30.2% | -31.1% | -15.7% |
| 10Y | +128.4% | +143.6% | -15.2% | +34.3% |
| All | +513.3% | +734.7% | -221.4% | +62.3% |
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