-99.1%
NVD vs LNT
+48.1%
-147.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.2% |
| 7D | +10.8% | -1.0% | +11.9% | +11.8% |
| 30D | +0.8% | -4.2% | +5.0% | +4.6% |
| 3M | -20.8% | -6.7% | -14.2% | -16.3% |
| 6M | -41.2% | -3.6% | -37.6% | -39.5% |
| YTD | -44.2% | +5.9% | -50.1% | -47.2% |
| 1Y | -54.2% | +7.3% | -61.4% | -56.8% |
| 3Y | -99.1% | +46.5% | -145.6% | -99.4% |
| All | -99.1% | +48.1% | -147.2% | -99.4% |
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