+566.1%
XYZ vs LNT
+185.4%
+380.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.3% | -3.7% |
| 7D | -2.1% | -0.5% | -1.6% | -1.9% |
| 30D | +7.0% | +9.9% | -2.9% | +2.9% |
| 3M | +5.1% | +4.8% | +0.3% | +3.0% |
| 6M | +14.1% | +2.2% | +11.9% | +12.5% |
| YTD | +26.4% | +15.9% | +10.5% | +17.2% |
| 1Y | +25.1% | +10.6% | +14.5% | +18.5% |
| 3Y | +59.7% | +66.1% | -6.3% | +23.2% |
| 5Y | -63.8% | +55.6% | -119.4% | -71.5% |
| All | +566.1% | +185.4% | +380.7% | +331.2% |
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