+970.6%
CDW vs LNT
+357.4%
+613.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +13.1% | +1.6% | +11.5% | +12.6% |
| 30D | +19.1% | +12.1% | +7.1% | +14.1% |
| 3M | +24.7% | +8.2% | +16.5% | +21.0% |
| 6M | +63.4% | +3.6% | +59.7% | +60.5% |
| YTD | +26.3% | +16.2% | +10.1% | +18.4% |
| 1Y | +20.6% | +12.8% | +7.8% | +14.2% |
| 3Y | -16.3% | +66.5% | -82.8% | -33.6% |
| 5Y | -3.9% | +53.8% | -57.7% | -22.2% |
| 10Y | +331.5% | +182.5% | +149.0% | +188.8% |
| All | +970.6% | +357.4% | +613.1% | +479.7% |
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 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