+6.5%
CAT vs LNT
+10.8%
-4.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | +9.3% | -0.5% | +9.9% | +9.4% |
| 30D | -21.5% | +9.9% | -31.4% | -22.6% |
| 3M | -29.1% | +4.8% | -33.9% | -29.5% |
| 6M | -33.4% | +2.2% | -35.5% | -33.8% |
| YTD | +6.6% | +15.9% | -9.3% | +4.1% |
| 1Y | +6.5% | +10.6% | -4.0% | +5.2% |
| All | +6.5% | +10.8% | -4.3% | +5.2% |
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 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