+604.5%
XYZ vs LNT
+140.9%
+463.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.4% |
| 7D | -3.7% | +0.2% | -3.9% | -3.8% |
| 30D | +0.5% | -0.5% | +1.0% | +0.6% |
| 3M | +16.3% | -5.5% | +21.8% | +18.8% |
| 6M | +21.1% | -3.8% | +24.9% | +22.3% |
| YTD | +22.0% | +6.8% | +15.2% | +17.0% |
| 1Y | +5.2% | +9.3% | -4.2% | -0.4% |
| 3Y | +49.6% | +47.9% | +1.7% | +21.5% |
| 5Y | -68.4% | +31.6% | -100.0% | -73.3% |
| 10Y | +604.5% | +150.1% | +454.4% | +359.3% |
| All | +604.5% | +140.9% | +463.6% | +359.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling