+281.1%
CG vs LNT
+421.9%
-140.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +0.2% | +1.0% | -0.9% | -0.2% |
| 30D | +11.2% | +9.6% | +1.6% | +7.3% |
| 3M | -22.1% | +5.4% | -27.5% | -23.7% |
| 6M | -17.9% | +3.1% | -21.0% | -19.2% |
| YTD | -31.3% | +16.5% | -47.8% | -35.8% |
| 1Y | -24.0% | +12.3% | -36.3% | -28.0% |
| 3Y | +45.0% | +70.3% | -25.3% | +14.6% |
| 5Y | -22.6% | +56.4% | -79.1% | -37.0% |
| 10Y | +282.1% | +184.3% | +97.8% | +154.4% |
| All | +281.1% | +421.9% | -140.8% | +83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling