+38.8%
CFG vs LNT
+8.1%
+30.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +1.5% | -0.1% | +1.6% | +1.6% |
| 30D | -3.8% | -3.2% | -0.7% | -3.3% |
| 3M | +11.5% | -4.1% | +15.6% | +12.4% |
| 6M | +19.2% | -4.6% | +23.8% | +20.2% |
| YTD | +23.7% | +7.0% | +16.7% | +22.2% |
| 1Y | +38.8% | +8.3% | +30.6% | +37.0% |
| All | +38.8% | +8.1% | +30.8% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling