-5.6%
CAG vs LNT
+13.9%
-19.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.3% | +3.7% | +4.3% |
| 7D | +9.7% | +7.2% | +2.5% | +4.6% |
| 30D | +15.8% | +15.6% | +0.1% | +5.6% |
| 3M | +1.8% | +5.2% | -3.4% | -2.0% |
| 6M | +11.5% | +1.7% | +9.9% | +9.9% |
| YTD | -6.7% | +17.0% | -23.7% | -17.5% |
| 1Y | -5.6% | +14.2% | -19.9% | -15.1% |
| All | -5.6% | +13.9% | -19.6% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling