+74.7%
CART vs LNT
+56.8%
+17.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.6% |
| 7D | +1.3% | +1.0% | +0.2% | +1.1% |
| 30D | +19.2% | +9.6% | +9.6% | +17.3% |
| 3M | +17.6% | +5.4% | +12.2% | +16.4% |
| 6M | +47.4% | +3.1% | +44.2% | +46.3% |
| YTD | +30.9% | +16.5% | +14.4% | +26.8% |
| 1Y | +46.0% | +12.3% | +33.7% | +42.5% |
| 3Y | +130.3% | +70.3% | +60.0% | +86.8% |
| All | +74.7% | +56.8% | +17.9% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling