+272.2%
CME vs LNT
+148.3%
+124.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -2.4% | -1.1% | -1.3% | -1.9% |
| 30D | +6.2% | -1.9% | +8.1% | +7.0% |
| 3M | +4.4% | -7.2% | +11.6% | +7.4% |
| 6M | -9.6% | -3.9% | -5.7% | -8.5% |
| YTD | +3.8% | +5.9% | -2.1% | +0.9% |
| 1Y | +9.5% | +8.4% | +1.2% | +5.4% |
| 3Y | +51.9% | +46.6% | +5.3% | +27.2% |
| 5Y | +78.7% | +32.4% | +46.3% | +53.9% |
| All | +272.2% | +148.3% | +124.0% | +195.3% |
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