+144.2%
LNT vs NLY
+81.8%
+62.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -1.0% | -4.0% | +2.9% | +0.2% |
| 30D | -4.2% | -5.2% | +1.0% | -2.7% |
| 3M | -6.7% | +2.8% | -9.5% | -7.6% |
| 6M | -3.6% | +4.2% | -7.8% | -5.1% |
| YTD | +5.9% | +4.7% | +1.2% | +4.0% |
| 1Y | +7.3% | +12.7% | -5.5% | +2.7% |
| 3Y | +46.5% | +62.5% | -16.1% | +23.9% |
| 5Y | +32.5% | +26.3% | +6.1% | +18.9% |
| All | +144.2% | +81.8% | +62.3% | +82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling