+154.0%
NEM vs LNT
+30.4%
+123.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -3.3% | -1.1% | -2.2% | -2.8% |
| 30D | +7.8% | -1.9% | +9.8% | +8.7% |
| 3M | +36.3% | -7.2% | +43.4% | +40.3% |
| 6M | +6.6% | -3.9% | +10.5% | +7.6% |
| YTD | +27.1% | +5.9% | +21.3% | +22.3% |
| 1Y | +62.3% | +8.4% | +54.0% | +54.2% |
| 3Y | +245.1% | +46.6% | +198.5% | +177.2% |
| 5Y | +154.0% | +32.4% | +121.5% | +111.2% |
| All | +154.0% | +30.4% | +123.6% | +111.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling