+89.6%
CL vs LNT
+186.9%
-97.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.5% |
| 7D | +3.2% | +1.0% | +2.2% | +2.7% |
| 30D | +8.0% | +9.6% | -1.6% | +3.3% |
| 3M | +7.9% | +5.4% | +2.5% | +5.1% |
| 6M | +14.7% | +3.1% | +11.6% | +12.9% |
| YTD | +29.2% | +16.5% | +12.7% | +19.6% |
| 1Y | +29.5% | +12.3% | +17.2% | +22.1% |
| 3Y | +40.7% | +70.3% | -29.6% | +6.9% |
| 5Y | +43.9% | +56.4% | -12.6% | +12.4% |
| All | +89.6% | +186.9% | -97.3% | +12.8% |
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