+49.0%
CG vs LNT
+48.2%
+0.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.7% |
| 7D | -6.4% | +0.2% | -6.6% | -6.5% |
| 30D | -7.1% | -0.5% | -6.5% | -7.0% |
| 3M | -1.6% | -5.5% | +3.9% | -0.3% |
| 6M | -8.3% | -3.8% | -4.5% | -7.7% |
| YTD | -23.8% | +6.8% | -30.6% | -26.3% |
| 1Y | -28.7% | +9.3% | -38.0% | -31.6% |
| All | +49.0% | +48.2% | +0.8% | +22.9% |
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