+4,850.5%
CL vs LNT
+3,155.8%
+1,694.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.4% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | -4.8% | -3.2% | -1.7% | -3.8% |
| 3M | +4.9% | -4.1% | +9.0% | +6.5% |
| 6M | -5.7% | -4.6% | -1.2% | -4.2% |
| YTD | +14.4% | +7.0% | +7.4% | +11.6% |
| 1Y | +8.7% | +8.3% | +0.5% | +5.6% |
| 3Y | +30.0% | +51.0% | -21.0% | +11.5% |
| 5Y | +28.4% | +30.2% | -1.8% | +15.2% |
| 10Y | +50.1% | +143.6% | -93.5% | +8.7% |
| All | +4,850.5% | +3,155.8% | +1,694.6% | +1,587.2% |
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