+53.5%
CME vs LNT
+50.4%
+3.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | -2.9% | +1.0% | -3.9% | -3.1% |
| 30D | +5.5% | -1.1% | +6.6% | +5.8% |
| 3M | +11.0% | -3.6% | +14.6% | +11.9% |
| 6M | -9.7% | -2.7% | -7.0% | -9.2% |
| YTD | +4.9% | +8.0% | -3.1% | +2.5% |
| 1Y | +10.1% | +10.5% | -0.4% | +6.8% |
| 3Y | +53.5% | +49.6% | +3.9% | +43.1% |
| All | +53.5% | +50.4% | +3.1% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling