+6,781.2%
CME vs LNT
+2,056.0%
+4,725.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | -1.6% | -0.1% | -1.5% | -1.5% |
| 30D | +6.2% | -3.2% | +9.4% | +8.0% |
| 3M | +10.4% | -4.1% | +14.5% | +12.5% |
| 6M | -9.5% | -4.6% | -5.0% | -7.7% |
| YTD | +6.0% | +7.0% | -1.0% | +1.7% |
| 1Y | +9.3% | +8.3% | +1.0% | +4.0% |
| 3Y | +57.7% | +51.0% | +6.7% | +23.5% |
| 5Y | +77.7% | +30.2% | +47.5% | +47.3% |
| 10Y | +281.2% | +143.6% | +137.6% | +113.3% |
| All | +6,781.2% | +2,056.0% | +4,725.2% | +1,011.2% |
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