+141.0%
CI vs LNT
+140.9%
0.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.3% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | +0.5% | -0.5% | +1.0% | +0.7% |
| 3M | -5.2% | -5.5% | +0.3% | -2.9% |
| 6M | +4.3% | -3.8% | +8.1% | +5.9% |
| YTD | +2.8% | +6.8% | -4.0% | -0.7% |
| 1Y | -5.8% | +9.3% | -15.1% | -10.0% |
| 3Y | +4.7% | +47.9% | -43.2% | -13.8% |
| 5Y | +42.7% | +31.6% | +11.1% | +22.5% |
| 10Y | +141.0% | +150.1% | -9.2% | +75.6% |
| All | +141.0% | +140.9% | 0.0% | +75.6% |
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