-9.1%
NVTS vs LNT
+41.7%
-50.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -1.4% | -1.0% | -0.4% | -1.5% |
| 30D | -16.5% | -4.2% | -12.3% | -16.7% |
| 3M | -47.6% | -6.7% | -41.0% | -48.0% |
| 6M | +7.3% | -3.6% | +10.9% | +6.6% |
| YTD | +62.9% | +5.9% | +57.0% | +61.6% |
| 1Y | +91.3% | +7.3% | +84.0% | +89.9% |
| 3Y | +43.4% | +46.5% | -3.1% | +32.8% |
| All | -9.1% | +41.7% | -50.9% | -12.5% |
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