-28.9%
CDW vs LNT
+50.4%
-79.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.9% | -6.1% | -5.3% |
| 7D | -3.9% | +1.0% | -4.9% | -4.0% |
| 30D | +6.9% | -1.1% | +8.0% | +7.0% |
| 3M | +7.7% | -3.6% | +11.3% | +8.2% |
| 6M | +18.3% | -2.7% | +21.0% | +18.7% |
| YTD | +7.8% | +8.0% | -0.2% | +6.3% |
| 1Y | -12.2% | +10.5% | -22.6% | -13.7% |
| 3Y | -28.9% | +49.6% | -78.5% | -34.5% |
| All | -28.9% | +50.4% | -79.4% | -34.5% |
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