+302.5%
NSC vs LNT
+166.8%
+135.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.8% | +1.3% |
| 7D | -5.4% | +0.6% | -6.0% | -5.6% |
| 30D | +2.9% | +12.4% | -9.5% | -2.7% |
| 3M | -2.2% | +6.7% | -8.9% | -5.3% |
| 6M | +5.3% | +3.9% | +1.3% | +3.1% |
| YTD | +14.8% | +16.5% | -1.8% | +6.2% |
| 1Y | +16.6% | +12.5% | +4.1% | +9.7% |
| 3Y | +78.6% | +66.9% | +11.7% | +36.2% |
| 5Y | +27.2% | +56.1% | -28.9% | -1.2% |
| 10Y | +302.5% | +173.2% | +129.3% | +186.9% |
| All | +302.5% | +166.8% | +135.7% | +186.9% |
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