+65.8%
NOC vs LNT
+55.9%
+9.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +4.8% | +1.0% | +3.8% | +4.4% |
| 30D | +11.0% | +9.6% | +1.4% | +7.0% |
| 3M | -3.8% | +5.4% | -9.2% | -5.9% |
| 6M | +0.6% | +3.1% | -2.5% | -0.8% |
| YTD | -2.3% | +16.5% | -18.8% | -8.1% |
| 1Y | +0.3% | +12.3% | -12.1% | -4.4% |
| 3Y | +24.6% | +70.3% | -45.7% | +0.3% |
| All | +65.8% | +55.9% | +9.9% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling