+287.5%
CAH vs LNT
+148.3%
+139.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -5.1% | -1.0% | -4.1% | -4.7% |
| 30D | +0.2% | -4.2% | +4.4% | +1.9% |
| 3M | +6.3% | -6.7% | +13.0% | +9.1% |
| 6M | +9.4% | -3.6% | +13.0% | +10.8% |
| YTD | +15.0% | +5.9% | +9.1% | +12.1% |
| 1Y | +55.4% | +7.3% | +48.2% | +50.8% |
| 3Y | +173.8% | +46.5% | +127.3% | +132.3% |
| 5Y | +395.2% | +32.5% | +362.7% | +332.5% |
| All | +287.5% | +148.3% | +139.1% | +198.5% |
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