+25,808.1%
CAT vs LNT
+3,155.8%
+22,652.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | -6.6% | -3.2% | -3.4% | -5.3% |
| 3M | -13.3% | -4.1% | -9.2% | -12.1% |
| 6M | +11.6% | -4.6% | +16.2% | +13.4% |
| YTD | +42.9% | +7.0% | +35.9% | +38.3% |
| 1Y | +95.4% | +8.3% | +87.1% | +87.8% |
| 3Y | +196.6% | +51.0% | +145.6% | +143.5% |
| 5Y | +321.7% | +30.2% | +291.5% | +263.5% |
| 10Y | +1,140.8% | +143.6% | +997.2% | +682.8% |
| All | +25,808.1% | +3,155.8% | +22,652.3% | +6,409.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling