+568.0%
CF vs LNT
+168.9%
+399.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | -3.2% | +1.4% | -4.6% | -3.7% |
| 30D | +4.3% | +12.3% | -8.0% | +0.5% |
| 3M | +2.8% | +5.3% | -2.5% | +0.9% |
| 6M | +0.6% | +2.0% | -1.4% | -0.4% |
| YTD | +56.6% | +15.3% | +41.4% | +48.5% |
| 1Y | +49.6% | +12.3% | +37.3% | +43.0% |
| 3Y | +61.5% | +59.1% | +2.4% | +35.5% |
| 5Y | +124.0% | +51.7% | +72.3% | +87.8% |
| All | +568.0% | +168.9% | +399.1% | +464.4% |
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