+112.2%
LNT vs NTR
+103.7%
+8.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.2% | +0.5% | -0.4% | +0.1% |
| 30D | -0.5% | +21.7% | -22.2% | -3.2% |
| 3M | -5.5% | +22.8% | -28.3% | -8.3% |
| 6M | -3.8% | +8.2% | -12.0% | -5.2% |
| YTD | +6.8% | +32.9% | -26.1% | +1.9% |
| 1Y | +9.3% | +45.3% | -36.0% | +2.7% |
| 3Y | +47.9% | +41.7% | +6.3% | +38.1% |
| 5Y | +31.6% | +49.8% | -18.2% | +17.6% |
| All | +112.2% | +103.7% | +8.5% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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