+674.0%
CAT vs LNT
+174.3%
+499.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -6.3% | +1.6% | -7.9% | -6.8% |
| 30D | -26.8% | +12.1% | -38.9% | -29.8% |
| 3M | -30.0% | +8.2% | -38.2% | -32.1% |
| 6M | -34.6% | +3.6% | -38.2% | -35.7% |
| YTD | +2.9% | +16.2% | -13.3% | -2.9% |
| 1Y | +3.3% | +12.8% | -9.5% | -1.6% |
| 3Y | +153.7% | +66.5% | +87.2% | +107.1% |
| 5Y | +207.3% | +53.8% | +153.5% | +155.3% |
| 10Y | +674.0% | +182.5% | +491.5% | +512.2% |
| All | +674.0% | +174.3% | +499.7% | +512.2% |
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