+7,654.3%
CME vs LNT
+2,234.8%
+5,419.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | +2.7% | -0.5% | +3.2% | +3.0% |
| 30D | +13.5% | +9.9% | +3.5% | +8.0% |
| 3M | +20.9% | +4.8% | +16.1% | +17.8% |
| 6M | +11.5% | +2.2% | +9.3% | +9.8% |
| YTD | +19.5% | +15.9% | +3.6% | +9.8% |
| 1Y | +17.2% | +10.6% | +6.7% | +10.4% |
| 3Y | +65.1% | +66.1% | -0.9% | +23.2% |
| 5Y | +73.1% | +55.6% | +17.5% | +30.3% |
| 10Y | +305.3% | +182.8% | +122.5% | +109.9% |
| All | +7,654.3% | +2,234.8% | +5,419.5% | +1,099.5% |
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