+1,381.0%
NET vs LNT
+79.9%
+1,301.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.3% | -4.9% | -2.6% |
| 7D | -16.4% | +7.2% | -23.5% | -16.4% |
| 30D | -25.8% | +15.6% | -41.5% | -26.1% |
| 3M | -11.5% | +5.2% | -16.7% | -11.5% |
| 6M | +18.9% | +1.7% | +17.3% | +19.0% |
| YTD | +35.2% | +17.0% | +18.2% | +33.9% |
| 1Y | +14.5% | +14.2% | +0.2% | +13.6% |
| 3Y | +313.8% | +59.4% | +254.4% | +297.3% |
| 5Y | +32.6% | +56.1% | -23.6% | +27.7% |
| All | +1,381.0% | +79.9% | +1,301.1% | +1,277.0% |
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