+183.3%
CAT vs LNT
+51.7%
+131.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | -10.3% | +1.4% | -11.7% | -10.7% |
| 30D | -31.2% | +12.3% | -43.5% | -33.5% |
| 3M | -34.7% | +5.3% | -40.0% | -35.7% |
| 6M | -39.5% | +2.0% | -41.5% | -40.1% |
| YTD | -1.7% | +15.3% | -16.9% | -6.0% |
| 1Y | -1.1% | +12.3% | -13.4% | -4.8% |
| 3Y | +143.9% | +59.1% | +84.8% | +108.0% |
| All | +183.3% | +51.7% | +131.6% | +143.5% |
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