-17.4%
CDW vs LNT
+63.0%
-80.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.8% | +4.7% |
| 7D | +9.3% | +0.6% | +8.7% | +9.2% |
| 30D | +15.8% | +12.4% | +3.4% | +14.8% |
| 3M | +21.8% | +6.7% | +15.1% | +21.1% |
| 6M | +58.8% | +3.9% | +54.8% | +58.3% |
| YTD | +22.8% | +16.5% | +6.2% | +20.7% |
| 1Y | +17.9% | +12.5% | +5.4% | +16.5% |
| 3Y | -17.4% | +66.9% | -84.3% | -23.1% |
| All | -17.4% | +63.0% | -80.4% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling