+25.6%
ON vs LNT
+56.8%
-31.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.2% | +5.7% |
| 7D | +3.3% | -0.2% | +3.5% | +3.4% |
| 30D | -3.1% | +11.6% | -14.7% | -4.9% |
| 3M | -9.2% | +8.2% | -17.4% | -10.5% |
| 6M | -31.4% | +3.1% | -34.5% | -32.2% |
| YTD | +36.0% | +16.8% | +19.2% | +30.3% |
| 1Y | +52.0% | +11.6% | +40.4% | +47.3% |
| 3Y | +9.3% | +67.4% | -58.1% | -8.0% |
| All | +25.6% | +56.8% | -31.1% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling