+795.8%
CCL vs LNT
+3,186.5%
-2,390.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.3% | -1.7% |
| 7D | -0.1% | +1.0% | -1.1% | -0.6% |
| 30D | -20.0% | -1.1% | -18.9% | -19.6% |
| 3M | -13.7% | -3.6% | -10.1% | -12.4% |
| 6M | -9.0% | -2.7% | -6.4% | -8.3% |
| YTD | -22.8% | +8.0% | -30.8% | -26.0% |
| 1Y | -25.3% | +10.5% | -35.8% | -29.3% |
| 3Y | +54.1% | +49.6% | +4.5% | +25.7% |
| 5Y | +3.5% | +32.2% | -28.7% | -12.1% |
| 10Y | -41.0% | +141.8% | -182.8% | -61.8% |
| All | +795.8% | +3,186.5% | -2,390.7% | +96.1% |
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