+206.8%
ON vs LNT
+1,356.0%
-1,149.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.2% | +5.5% |
| 7D | +3.3% | -0.2% | +3.5% | +3.5% |
| 30D | -3.1% | +11.6% | -14.7% | -8.7% |
| 3M | -9.2% | +8.2% | -17.4% | -13.2% |
| 6M | -31.4% | +3.1% | -34.5% | -33.5% |
| YTD | +36.0% | +16.8% | +19.2% | +23.1% |
| 1Y | +52.0% | +11.6% | +40.4% | +40.8% |
| 3Y | +9.3% | +67.4% | -58.1% | -21.2% |
| 5Y | +26.5% | +56.8% | -30.3% | -7.6% |
| 10Y | +556.1% | +185.0% | +371.1% | +214.2% |
| All | +206.8% | +1,356.0% | -1,149.3% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling