+308.6%
CFG vs LNT
+142.3%
+166.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.5% |
| 7D | +2.7% | +1.0% | +1.7% | +2.2% |
| 30D | -3.7% | -1.1% | -2.6% | -3.2% |
| 3M | +9.5% | -3.6% | +13.1% | +11.1% |
| 6M | +22.2% | -2.7% | +24.9% | +23.3% |
| YTD | +22.3% | +8.0% | +14.3% | +17.3% |
| 1Y | +39.4% | +10.5% | +29.0% | +32.2% |
| 3Y | +188.5% | +49.6% | +138.9% | +134.4% |
| 5Y | +101.5% | +32.2% | +69.3% | +70.7% |
| 10Y | +308.6% | +141.8% | +166.9% | +247.9% |
| All | +308.6% | +142.3% | +166.4% | +247.9% |
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 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