+8.3%
LNT vs NLY
+20.9%
-12.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -0.1% | -1.0% | +0.9% | +0.1% |
| 30D | -3.2% | +0.6% | -3.8% | -3.3% |
| 3M | -4.1% | +10.8% | -14.9% | -5.8% |
| 6M | -4.6% | +6.2% | -10.8% | -5.9% |
| YTD | +7.0% | +9.0% | -2.0% | +5.0% |
| 1Y | +8.3% | +19.3% | -11.0% | +6.0% |
| All | +8.3% | +20.9% | -12.6% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 1y: compounded portfolio wealth divided by compounded NLY 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…
1y analysis · Full analysis span regression · 6 months rolling