+554.0%
XYZ vs LNT
+246.6%
+307.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.8% | +2.1% |
| 7D | +12.1% | +1.4% | +10.7% | +11.6% |
| 30D | +12.4% | +12.3% | +0.1% | +7.4% |
| 3M | +8.2% | +5.3% | +2.8% | +5.9% |
| 6M | +20.7% | +2.0% | +18.6% | +19.2% |
| YTD | +31.3% | +15.3% | +16.1% | +22.6% |
| 1Y | +20.5% | +12.3% | +8.2% | +13.8% |
| 3Y | +72.6% | +59.1% | +13.5% | +38.4% |
| 5Y | -64.0% | +51.7% | -115.7% | -70.8% |
| 10Y | +601.8% | +170.1% | +431.7% | +387.2% |
| All | +554.0% | +246.6% | +307.4% | +369.8% |
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