+61.5%
CF vs LNT
+57.3%
+4.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -3.2% | +1.4% | -4.6% | -3.4% |
| 30D | +4.3% | +12.3% | -8.0% | +2.4% |
| 3M | +2.8% | +5.3% | -2.5% | +1.8% |
| 6M | +0.6% | +2.0% | -1.4% | +0.1% |
| YTD | +56.6% | +15.3% | +41.4% | +51.4% |
| 1Y | +49.6% | +12.3% | +37.3% | +45.3% |
| 3Y | +61.5% | +59.1% | +2.4% | +43.8% |
| All | +61.5% | +57.3% | +4.2% | +43.8% |
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