+1,449.6%
NET vs LNT
+64.5%
+1,385.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -2.0% |
| 7D | -7.0% | -0.1% | -6.9% | -7.0% |
| 30D | -4.8% | -3.2% | -1.6% | -4.7% |
| 3M | +3.8% | -4.1% | +7.9% | +3.9% |
| 6M | +50.0% | -4.6% | +54.6% | +50.1% |
| YTD | +41.5% | +7.0% | +34.5% | +40.3% |
| 1Y | +32.8% | +8.3% | +24.5% | +31.5% |
| 3Y | +335.9% | +51.0% | +284.9% | +317.9% |
| 5Y | +113.8% | +30.2% | +83.7% | +107.0% |
| All | +1,449.6% | +64.5% | +1,385.1% | +1,342.5% |
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