+414.1%
CARR vs LNT
+68.7%
+345.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.0% |
| 7D | -4.1% | -1.1% | -3.0% | -3.8% |
| 30D | -11.0% | -1.9% | -9.0% | -10.5% |
| 3M | -16.4% | -7.2% | -9.2% | -14.5% |
| 6M | -2.4% | -3.9% | +1.5% | -1.4% |
| YTD | +8.4% | +5.9% | +2.6% | +6.2% |
| 1Y | -8.0% | +8.4% | -16.3% | -10.6% |
| 3Y | +0.6% | +46.6% | -46.0% | -11.8% |
| 5Y | +7.7% | +32.4% | -24.7% | -3.1% |
| All | +414.1% | +68.7% | +345.4% | +340.4% |
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