+144.2%
LNT vs NTRS
+259.9%
-115.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -1.0% | +1.4% | -2.4% | -1.3% |
| 30D | -4.2% | -0.7% | -3.6% | -4.1% |
| 3M | -6.7% | +11.3% | -18.0% | -8.8% |
| 6M | -3.6% | +35.5% | -39.1% | -9.8% |
| YTD | +5.9% | +40.6% | -34.7% | -2.0% |
| 1Y | +7.3% | +49.2% | -42.0% | -2.2% |
| 3Y | +46.5% | +167.2% | -120.7% | +15.8% |
| 5Y | +32.5% | +94.9% | -62.5% | +10.0% |
| All | +144.2% | +259.9% | -115.8% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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