+572.1%
ON vs LNT
+148.3%
+423.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -4.7% | -1.1% | -3.6% | -4.4% |
| 30D | -13.5% | -1.9% | -11.5% | -13.0% |
| 3M | -36.3% | -7.2% | -29.1% | -35.3% |
| 6M | +17.8% | -3.9% | +21.7% | +18.1% |
| YTD | +29.6% | +5.9% | +23.7% | +25.9% |
| 1Y | +45.8% | +8.4% | +37.4% | +40.3% |
| 3Y | -28.3% | +46.6% | -74.9% | -38.9% |
| 5Y | +49.6% | +32.4% | +17.2% | +30.9% |
| All | +572.1% | +148.3% | +423.8% | +430.1% |
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