+140.2%
NI vs LNT
+148.3%
-8.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | -1.0% | +1.1% | +1.0% |
| 30D | -1.4% | -4.2% | +2.9% | +2.4% |
| 3M | -10.6% | -6.7% | -3.9% | -5.2% |
| 6M | -9.3% | -3.6% | -5.7% | -6.6% |
| YTD | +1.1% | +5.9% | -4.7% | -4.0% |
| 1Y | +3.4% | +7.3% | -3.9% | -3.0% |
| 3Y | +67.9% | +46.5% | +21.4% | +18.9% |
| 5Y | +98.0% | +32.5% | +65.5% | +51.7% |
| All | +140.2% | +148.3% | -8.2% | +7.6% |
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