+302.3%
NEM vs LNT
+148.3%
+154.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.0% | -1.0% | 0.0% | -0.6% |
| 30D | +7.8% | -4.2% | +12.1% | +9.8% |
| 3M | +30.2% | -6.7% | +36.9% | +33.6% |
| 6M | +9.6% | -3.6% | +13.2% | +10.6% |
| YTD | +27.8% | +5.9% | +21.9% | +23.7% |
| 1Y | +60.7% | +7.3% | +53.4% | +54.4% |
| 3Y | +245.3% | +46.5% | +198.8% | +187.3% |
| 5Y | +155.3% | +32.5% | +122.9% | +119.2% |
| All | +302.3% | +148.3% | +154.0% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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