+342.0%
NSC vs LNT
+143.6%
+198.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | -1.5% | +1.0% | -2.5% | -2.0% |
| 30D | -1.9% | -1.1% | -0.8% | -1.5% |
| 3M | +6.2% | -3.6% | +9.8% | +7.9% |
| 6M | +9.2% | -2.7% | +11.8% | +10.3% |
| YTD | +15.0% | +8.0% | +7.0% | +10.6% |
| 1Y | +21.1% | +10.5% | +10.6% | +15.0% |
| 3Y | +78.6% | +49.6% | +29.0% | +44.2% |
| 5Y | +45.9% | +32.2% | +13.7% | +23.5% |
| All | +342.0% | +143.6% | +198.4% | +218.1% |
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