+863.2%
CDW vs LNT
+321.3%
+541.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.2% | -0.1% | +3.3% | +3.2% |
| 30D | +9.3% | -3.2% | +12.5% | +10.5% |
| 3M | +9.8% | -4.1% | +13.9% | +11.3% |
| 6M | +23.3% | -4.6% | +27.9% | +24.9% |
| YTD | +13.7% | +7.0% | +6.7% | +9.9% |
| 1Y | -6.5% | +8.3% | -14.8% | -10.2% |
| 3Y | -25.2% | +51.0% | -76.2% | -38.5% |
| 5Y | -19.5% | +30.2% | -49.7% | -30.2% |
| 10Y | +285.8% | +143.6% | +142.2% | +171.2% |
| All | +863.2% | +321.3% | +541.9% | +438.1% |
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