+277.2%
CG vs LNT
+419.2%
-142.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.0% |
| 7D | -1.5% | -0.5% | -1.0% | -1.3% |
| 30D | +5.7% | +9.9% | -4.2% | +1.9% |
| 3M | -17.9% | +4.8% | -22.7% | -19.4% |
| 6M | -20.2% | +2.2% | -22.4% | -21.1% |
| YTD | -32.0% | +15.9% | -47.9% | -36.4% |
| 1Y | -27.0% | +10.6% | -37.6% | -30.4% |
| 3Y | +42.8% | +66.1% | -23.3% | +14.0% |
| 5Y | -23.4% | +55.6% | -79.0% | -37.5% |
| 10Y | +278.2% | +182.8% | +95.4% | +152.3% |
| All | +277.2% | +419.2% | -142.0% | +82.2% |
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