+17,723.7%
CAT vs LNT
+3,407.5%
+14,316.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | -10.3% | +1.4% | -11.7% | -10.9% |
| 30D | -31.2% | +12.3% | -43.5% | -34.7% |
| 3M | -34.7% | +5.3% | -40.0% | -36.3% |
| 6M | -39.5% | +2.0% | -41.5% | -40.4% |
| YTD | -1.7% | +15.3% | -16.9% | -8.1% |
| 1Y | -1.1% | +12.3% | -13.4% | -6.7% |
| 3Y | +143.9% | +59.1% | +84.8% | +95.5% |
| 5Y | +194.8% | +51.7% | +143.1% | +137.4% |
| 10Y | +739.8% | +170.1% | +569.7% | +405.7% |
| All | +17,723.7% | +3,407.5% | +14,316.2% | +4,225.2% |
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 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