+533.2%
XYZ vs LNT
+221.7%
+311.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.0% | -0.1% | -0.9% | -0.9% |
| 30D | -1.7% | -3.2% | +1.5% | -0.5% |
| 3M | +16.7% | -4.1% | +20.8% | +18.3% |
| 6M | +26.9% | -4.6% | +31.4% | +28.4% |
| YTD | +27.1% | +7.0% | +20.1% | +22.2% |
| 1Y | +9.3% | +8.3% | +1.0% | +4.3% |
| 3Y | +42.3% | +51.0% | -8.7% | +16.3% |
| 5Y | -69.3% | +30.2% | -99.5% | -73.6% |
| 10Y | +586.8% | +143.6% | +443.2% | +390.9% |
| All | +533.2% | +221.7% | +311.5% | +368.3% |
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 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