-37.7%
CAG vs LNT
+148.3%
-186.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -5.7% | -1.0% | -4.6% | -5.3% |
| 30D | -2.4% | -4.2% | +1.8% | -0.6% |
| 3M | +9.8% | -6.7% | +16.5% | +13.0% |
| 6M | -10.8% | -3.6% | -7.3% | -9.6% |
| YTD | -10.8% | +5.9% | -16.7% | -13.0% |
| 1Y | -19.0% | +7.3% | -26.2% | -21.4% |
| 3Y | -39.7% | +46.5% | -86.2% | -49.0% |
| 5Y | -43.0% | +32.5% | -75.4% | -50.4% |
| All | -37.7% | +148.3% | -186.0% | -59.5% |
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 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