+209.9%
ON vs LNT
+1,234.1%
-1,024.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +2.4% | -0.1% | +2.5% | +2.5% |
| 30D | -3.3% | -3.2% | -0.1% | -1.7% |
| 3M | -43.6% | -4.1% | -39.5% | -43.0% |
| 6M | +19.0% | -4.6% | +23.5% | +20.4% |
| YTD | +37.4% | +7.0% | +30.4% | +30.6% |
| 1Y | +54.8% | +8.3% | +46.5% | +45.7% |
| 3Y | -25.2% | +51.0% | -76.2% | -42.9% |
| 5Y | +62.7% | +30.2% | +32.6% | +31.7% |
| 10Y | +574.3% | +143.6% | +430.7% | +253.3% |
| All | +209.9% | +1,234.1% | -1,024.2% | -48.5% |
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