+523.3%
ON vs LNT
+186.9%
+336.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.8% |
| 7D | +12.2% | +1.0% | +11.2% | +11.9% |
| 30D | -3.1% | +9.6% | -12.7% | -5.7% |
| 3M | -12.9% | +5.4% | -18.3% | -14.3% |
| 6M | -38.6% | +3.1% | -41.7% | -39.6% |
| YTD | +31.2% | +16.5% | +14.8% | +23.9% |
| 1Y | +47.6% | +12.3% | +35.3% | +40.9% |
| 3Y | +6.6% | +70.3% | -63.7% | -13.6% |
| 5Y | +21.3% | +56.4% | -35.1% | +0.3% |
| All | +523.3% | +186.9% | +336.4% | +378.1% |
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