+476.9%
NEM vs LNT
+3,155.8%
-2,678.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +23.1% | -3.2% | +26.3% | +24.2% |
| 3M | +18.5% | -4.1% | +22.6% | +19.6% |
| 6M | +7.8% | -4.6% | +12.3% | +8.9% |
| YTD | +29.1% | +7.0% | +22.1% | +25.9% |
| 1Y | +72.7% | +8.3% | +64.4% | +67.7% |
| 3Y | +248.7% | +51.0% | +197.7% | +206.2% |
| 5Y | +148.7% | +30.2% | +118.5% | +126.5% |
| 10Y | +304.8% | +143.6% | +161.2% | +206.8% |
| All | +476.9% | +3,155.8% | -2,678.9% | +239.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling