+638.0%
XYZ vs LNT
+166.8%
+471.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.1% |
| 7D | +14.9% | +0.6% | +14.3% | +14.7% |
| 30D | +14.7% | +12.4% | +2.2% | +9.2% |
| 3M | +12.1% | +6.7% | +5.4% | +9.0% |
| 6M | +18.3% | +3.9% | +14.4% | +15.8% |
| YTD | +36.1% | +16.5% | +19.5% | +25.8% |
| 1Y | +35.3% | +12.5% | +22.8% | +27.1% |
| 3Y | +73.5% | +66.9% | +6.6% | +33.4% |
| 5Y | -61.6% | +56.1% | -117.7% | -69.9% |
| 10Y | +638.0% | +173.2% | +464.8% | +361.9% |
| All | +638.0% | +166.8% | +471.2% | +361.9% |
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