+536.2%
XRT vs LNT
+803.9%
-267.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.5% |
| 7D | -0.4% | -0.5% | +0.1% | -0.2% |
| 30D | +7.5% | +9.9% | -2.4% | +3.1% |
| 3M | +2.3% | +4.8% | -2.4% | +0.2% |
| 6M | +12.8% | +2.2% | +10.7% | +11.4% |
| YTD | +7.1% | +15.9% | -8.8% | -0.4% |
| 1Y | +12.3% | +10.6% | +1.7% | +6.6% |
| 3Y | +57.0% | +66.1% | -9.1% | +22.0% |
| 5Y | -4.3% | +55.6% | -59.9% | -24.9% |
| 10Y | +136.7% | +182.8% | -46.1% | +29.8% |
| All | +536.2% | +803.9% | -267.7% | +62.5% |
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