+284.9%
NSC vs LNT
+186.9%
+98.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.9% |
| 7D | +2.5% | +1.0% | +1.4% | +2.0% |
| 30D | +1.7% | +9.6% | -7.9% | -2.7% |
| 3M | -2.6% | +5.4% | -8.0% | -5.1% |
| 6M | +6.4% | +3.1% | +3.3% | +4.6% |
| YTD | +15.5% | +16.5% | -1.0% | +6.9% |
| 1Y | +17.6% | +12.3% | +5.3% | +10.7% |
| 3Y | +75.0% | +70.3% | +4.7% | +31.9% |
| 5Y | +32.2% | +56.4% | -24.2% | +2.4% |
| All | +284.9% | +186.9% | +98.0% | +173.2% |
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