-59.2%
NKE vs LNT
+46.9%
-106.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.2% | -1.0% | -3.1% | -3.9% |
| 30D | -8.2% | -4.2% | -4.0% | -7.2% |
| 3M | -19.1% | -6.7% | -12.4% | -17.6% |
| 6M | -32.6% | -3.6% | -29.1% | -32.3% |
| YTD | -40.7% | +5.9% | -46.6% | -42.3% |
| 1Y | -48.9% | +7.3% | -56.1% | -50.5% |
| 3Y | -59.2% | +46.5% | -105.7% | -66.1% |
| All | -59.2% | +46.9% | -106.2% | -66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling