-43.4%
CCL vs LNT
+148.3%
-191.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -4.3% | -1.1% | -3.2% | -3.8% |
| 30D | -19.0% | -1.9% | -17.0% | -18.3% |
| 3M | -13.1% | -7.2% | -5.9% | -10.2% |
| 6M | -13.3% | -3.9% | -9.4% | -12.1% |
| YTD | -25.2% | +5.9% | -31.1% | -27.9% |
| 1Y | -27.2% | +8.4% | -35.6% | -30.8% |
| 3Y | +49.2% | +46.6% | +2.6% | +19.9% |
| 5Y | +0.4% | +32.4% | -32.1% | -16.6% |
| All | -43.4% | +148.3% | -191.6% | -58.4% |
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