+750.3%
NVT vs LNT
+109.9%
+640.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +4.1% | -1.0% | +5.1% | +4.5% |
| 30D | -5.1% | -4.2% | -0.9% | -3.4% |
| 3M | -1.2% | -6.7% | +5.5% | +1.2% |
| 6M | +46.6% | -3.6% | +50.2% | +47.6% |
| YTD | +60.0% | +5.9% | +54.1% | +54.6% |
| 1Y | +70.8% | +7.3% | +63.5% | +63.6% |
| 3Y | +187.5% | +46.5% | +141.1% | +132.4% |
| 5Y | +426.1% | +32.5% | +393.7% | +340.4% |
| All | +750.3% | +109.9% | +640.3% | +579.9% |
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