+31.1%
OMC vs LNT
+148.3%
-117.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -4.4% | -1.0% | -3.3% | -4.0% |
| 30D | -7.6% | -4.2% | -3.4% | -5.9% |
| 3M | +4.5% | -6.7% | +11.2% | +7.5% |
| 6M | -0.3% | -3.6% | +3.3% | +0.9% |
| YTD | -0.1% | +5.9% | -6.0% | -3.0% |
| 1Y | +4.6% | +7.3% | -2.6% | +1.1% |
| 3Y | +10.5% | +46.5% | -36.0% | -7.5% |
| 5Y | +31.7% | +32.5% | -0.7% | +13.1% |
| All | +31.1% | +148.3% | -117.3% | -6.4% |
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