+5,565.6%
NSC vs LNT
+3,445.6%
+2,119.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.8% | +1.4% |
| 7D | -5.4% | +0.6% | -6.0% | -5.6% |
| 30D | +2.9% | +12.4% | -9.5% | -2.2% |
| 3M | -2.2% | +6.7% | -8.9% | -5.0% |
| 6M | +5.3% | +3.9% | +1.3% | +3.3% |
| YTD | +14.8% | +16.5% | -1.8% | +7.0% |
| 1Y | +16.6% | +12.5% | +4.1% | +10.3% |
| 3Y | +78.6% | +66.9% | +11.7% | +40.4% |
| 5Y | +27.2% | +56.1% | -28.9% | +1.8% |
| 10Y | +302.5% | +173.2% | +129.3% | +148.7% |
| All | +5,565.6% | +3,445.6% | +2,119.9% | +1,273.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling