+138.6%
NOK vs LNT
+148.3%
-9.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +11.0% | -1.0% | +12.0% | +11.3% |
| 30D | +7.8% | -4.2% | +12.1% | +9.1% |
| 3M | -21.0% | -6.7% | -14.3% | -19.9% |
| 6M | +40.9% | -3.6% | +44.5% | +41.5% |
| YTD | +72.0% | +5.9% | +66.1% | +68.1% |
| 1Y | +140.9% | +7.3% | +133.7% | +134.2% |
| 3Y | +194.3% | +46.5% | +147.8% | +158.6% |
| 5Y | +112.5% | +32.5% | +80.1% | +90.4% |
| All | +138.6% | +148.3% | -9.8% | +97.0% |
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