+64.1%
CF vs LNT
+66.9%
-2.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.6% |
| 7D | +4.8% | +1.6% | +3.2% | +4.5% |
| 30D | +9.7% | +12.1% | -2.4% | +7.7% |
| 3M | +1.2% | +8.2% | -6.9% | -0.2% |
| 6M | +7.4% | +3.6% | +3.7% | +6.5% |
| YTD | +60.5% | +16.2% | +44.4% | +54.9% |
| 1Y | +50.7% | +12.8% | +38.0% | +46.2% |
| All | +64.1% | +66.9% | -2.8% | +37.9% |
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