+305.2%
CG vs LNT
+148.3%
+156.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -9.9% | -1.0% | -8.8% | -9.5% |
| 30D | -11.7% | -4.2% | -7.4% | -10.2% |
| 3M | -4.3% | -6.7% | +2.4% | -1.9% |
| 6M | -8.8% | -3.6% | -5.2% | -7.9% |
| YTD | -26.9% | +5.9% | -32.7% | -29.2% |
| 1Y | -35.4% | +7.3% | -42.7% | -37.8% |
| 3Y | +43.0% | +46.5% | -3.4% | +19.4% |
| 5Y | +1.9% | +32.5% | -30.6% | -11.9% |
| All | +305.2% | +148.3% | +156.8% | +227.7% |
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