+7,131.2%
CB vs LNT
+1,830.7%
+5,300.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.3% |
| 7D | +0.2% | +1.4% | -1.2% | -0.4% |
| 30D | +9.1% | +12.3% | -3.2% | +3.1% |
| 3M | +3.4% | +5.3% | -1.9% | +0.7% |
| 6M | +14.1% | +2.0% | +12.1% | +12.8% |
| YTD | +18.0% | +15.3% | +2.7% | +9.7% |
| 1Y | +30.1% | +12.3% | +17.9% | +22.4% |
| 3Y | +71.8% | +59.1% | +12.7% | +35.0% |
| 5Y | +101.8% | +51.7% | +50.1% | +59.3% |
| 10Y | +252.1% | +170.1% | +82.0% | +106.7% |
| All | +7,131.2% | +1,830.7% | +5,300.5% | +1,679.0% |
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