-9.5%
NOC vs LNT
+8.4%
-18.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -2.8% |
| 6M | -28.6% | -3.6% | -25.0% | -27.3% |
| YTD | -7.9% | +5.9% | -13.8% | -10.4% |
| 1Y | -9.5% | +7.3% | -16.8% | -11.5% |
| All | -9.5% | +8.4% | -18.0% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling