+330.5%
LNT vs NWSA
+123.2%
+207.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.3% |
| 7D | +1.0% | -2.6% | +3.7% | +1.5% |
| 30D | -1.1% | +4.6% | -5.7% | -1.9% |
| 3M | -3.6% | +10.2% | -13.8% | -5.4% |
| 6M | -2.7% | +21.6% | -24.3% | -6.3% |
| YTD | +8.0% | +14.6% | -6.6% | +4.9% |
| 1Y | +10.5% | +0.4% | +10.1% | +9.7% |
| 3Y | +49.6% | +45.0% | +4.6% | +37.9% |
| 5Y | +32.2% | +41.3% | -9.1% | +20.1% |
| 10Y | +141.8% | +142.8% | -1.0% | +85.1% |
| All | +330.5% | +123.2% | +207.3% | +234.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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