-4.6%
CARR vs LNT
+8.1%
-12.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | -8.7% | -3.2% | -5.6% | -8.0% |
| 3M | -12.6% | -4.1% | -8.5% | -11.6% |
| 6M | -1.5% | -4.6% | +3.0% | -0.4% |
| YTD | +14.3% | +7.0% | +7.3% | +13.3% |
| 1Y | -4.6% | +8.3% | -12.9% | -5.3% |
| All | -4.6% | +8.1% | -12.7% | -5.3% |
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