+470.7%
CF vs LNT
+185.4%
+285.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.1% | +1.6% |
| 7D | +5.4% | -0.5% | +5.9% | +5.5% |
| 30D | +6.5% | +9.9% | -3.4% | +3.2% |
| 3M | +4.6% | +4.8% | -0.2% | +2.8% |
| 6M | -3.3% | +2.2% | -5.5% | -4.4% |
| YTD | +63.9% | +15.9% | +48.0% | +54.8% |
| 1Y | +50.4% | +10.6% | +39.9% | +44.3% |
| 3Y | +68.2% | +66.1% | +2.2% | +37.9% |
| 5Y | +113.8% | +55.6% | +58.2% | +76.1% |
| All | +470.7% | +185.4% | +285.3% | +377.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling