+1,157.1%
CAT vs LNT
+140.9%
+1,016.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | +2.9% | +0.2% | +2.8% | +2.9% |
| 30D | -2.6% | -0.5% | -2.1% | -2.5% |
| 3M | -10.7% | -5.5% | -5.2% | -9.2% |
| 6M | +16.1% | -3.8% | +19.9% | +17.3% |
| YTD | +43.2% | +6.8% | +36.4% | +39.6% |
| 1Y | +96.8% | +9.3% | +87.5% | +90.0% |
| 3Y | +201.4% | +47.9% | +153.4% | +158.7% |
| 5Y | +332.7% | +31.6% | +301.1% | +283.3% |
| 10Y | +1,157.1% | +150.1% | +1,007.0% | +936.3% |
| All | +1,157.1% | +140.9% | +1,016.2% | +936.3% |
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 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