+50.2%
CART vs LNT
+12.7%
+37.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | +23.1% | +11.6% | +11.5% | +23.2% |
| 3M | +19.2% | +8.2% | +11.0% | +19.0% |
| 6M | +45.7% | +3.1% | +42.5% | +45.8% |
| YTD | +30.9% | +16.8% | +14.1% | +39.5% |
| 1Y | +50.2% | +11.6% | +38.6% | +58.1% |
| All | +50.2% | +12.7% | +37.4% | +58.1% |
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