+153.3%
CMI vs LNT
+46.9%
+106.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.7% | -1.0% | +0.3% | -0.5% |
| 30D | -12.4% | -4.2% | -8.1% | -11.5% |
| 3M | -14.8% | -6.7% | -8.1% | -13.7% |
| 6M | +0.8% | -3.6% | +4.4% | +0.9% |
| YTD | +10.2% | +5.9% | +4.3% | +7.2% |
| 1Y | +37.4% | +7.3% | +30.2% | +32.8% |
| 3Y | +153.3% | +46.5% | +106.8% | +114.9% |
| All | +153.3% | +46.9% | +106.4% | +114.9% |
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