+216.8%
CB vs LNT
+142.3%
+74.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.4% | -1.9% |
| 7D | -0.6% | +1.0% | -1.6% | -1.1% |
| 30D | -3.9% | -1.1% | -2.8% | -3.4% |
| 3M | +4.9% | -3.6% | +8.5% | +6.7% |
| 6M | +3.3% | -2.7% | +5.9% | +4.4% |
| YTD | +8.5% | +8.0% | +0.5% | +4.0% |
| 1Y | +22.1% | +10.5% | +11.6% | +15.7% |
| 3Y | +70.1% | +49.6% | +20.6% | +37.2% |
| 5Y | +97.4% | +32.2% | +65.2% | +66.6% |
| 10Y | +216.8% | +141.8% | +75.1% | +114.3% |
| All | +216.8% | +142.3% | +74.6% | +114.3% |
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