+189.8%
NOC vs LNT
+148.3%
+41.5%
-36.4%
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 | +0.8% | -1.0% | +1.8% | +1.2% |
| 30D | -9.7% | -4.2% | -5.5% | -8.0% |
| 3M | -5.6% | -6.7% | +1.0% | -2.9% |
| 6M | -28.6% | -3.6% | -25.0% | -27.6% |
| YTD | -7.9% | +5.9% | -13.8% | -10.3% |
| 1Y | -9.5% | +7.3% | -16.8% | -12.4% |
| 3Y | +28.4% | +46.5% | -18.1% | +7.4% |
| 5Y | +59.0% | +32.5% | +26.5% | +37.5% |
| All | +189.8% | +148.3% | +41.5% | +117.1% |
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 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