+4,100.0%
CMG vs LNT
+864.7%
+3,235.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | -1.5% | +1.0% | -2.5% | -1.8% |
| 30D | +12.7% | -1.1% | +13.8% | +13.1% |
| 3M | +26.3% | -3.6% | +29.9% | +27.8% |
| 6M | +4.5% | -2.7% | +7.2% | +5.2% |
| YTD | -0.1% | +8.0% | -8.1% | -3.4% |
| 1Y | -6.8% | +10.5% | -17.2% | -10.7% |
| 3Y | -5.0% | +49.6% | -54.6% | -19.8% |
| 5Y | -3.0% | +32.2% | -35.3% | -15.6% |
| 10Y | +323.6% | +141.8% | +181.8% | +168.8% |
| All | +4,100.0% | +864.7% | +3,235.3% | +1,151.7% |
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