+504.4%
NOW vs LNT
+185.4%
+319.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.9% |
| 7D | -1.7% | -0.5% | -1.1% | -1.5% |
| 30D | -27.4% | +9.9% | -37.3% | -29.3% |
| 3M | -19.4% | +4.8% | -24.2% | -20.6% |
| 6M | +13.1% | +2.2% | +10.9% | +11.8% |
| YTD | -34.3% | +15.9% | -50.2% | -37.8% |
| 1Y | -41.8% | +10.6% | -52.3% | -44.1% |
| 3Y | -20.7% | +66.1% | -86.8% | -35.0% |
| 5Y | -27.2% | +55.6% | -82.8% | -39.7% |
| All | +504.4% | +185.4% | +319.0% | +331.7% |
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 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