+15,768.5%
NOC vs LNT
+3,155.8%
+12,612.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -5.2% | -0.1% | -5.1% | -5.1% |
| 30D | -7.2% | -3.2% | -4.0% | -6.1% |
| 3M | -5.1% | -4.1% | -1.0% | -3.7% |
| 6M | -31.1% | -4.6% | -26.5% | -29.9% |
| YTD | -8.6% | +7.0% | -15.6% | -11.1% |
| 1Y | -9.7% | +8.3% | -18.0% | -12.6% |
| 3Y | +24.3% | +51.0% | -26.7% | +4.8% |
| 5Y | +52.6% | +30.2% | +22.5% | +34.9% |
| 10Y | +183.6% | +143.6% | +40.0% | +95.1% |
| All | +15,768.5% | +3,155.8% | +12,612.6% | +4,439.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling