+753.7%
CCJ vs LNT
+186.9%
+566.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | -0.8% | +1.0% | -1.8% | -1.0% |
| 30D | -13.2% | +9.6% | -22.8% | -14.6% |
| 3M | -27.6% | +5.4% | -33.0% | -28.4% |
| 6M | -38.7% | +3.1% | -41.8% | -39.2% |
| YTD | -22.7% | +16.5% | -39.2% | -25.0% |
| 1Y | -17.6% | +12.3% | -29.9% | -19.6% |
| 3Y | +62.7% | +70.3% | -7.6% | +44.7% |
| 5Y | +159.7% | +56.4% | +103.3% | +134.9% |
| All | +753.7% | +186.9% | +566.8% | +646.7% |
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