+172.1%
NXT vs LNT
+43.5%
+128.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -1.9% | -1.0% | -0.9% | -1.7% |
| 30D | -20.0% | -4.2% | -15.8% | -19.5% |
| 3M | -30.7% | -6.7% | -24.1% | -30.4% |
| 6M | -29.0% | -3.6% | -25.4% | -29.3% |
| YTD | -4.8% | +5.9% | -10.7% | -7.6% |
| 1Y | +22.8% | +7.3% | +15.5% | +18.8% |
| 3Y | +93.9% | +46.5% | +47.5% | +68.2% |
| All | +172.1% | +43.5% | +128.6% | +133.5% |
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