+152.5%
CNH vs LNT
+148.3%
+4.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.5% |
| 7D | -2.5% | -1.1% | -1.4% | -2.1% |
| 30D | +27.0% | -1.9% | +28.9% | +27.8% |
| 3M | +32.6% | -7.2% | +39.8% | +36.2% |
| 6M | +23.6% | -3.9% | +27.5% | +25.2% |
| YTD | +47.8% | +5.9% | +42.0% | +44.4% |
| 1Y | +21.3% | +8.4% | +12.9% | +17.2% |
| 3Y | +7.0% | +46.6% | -39.6% | -8.7% |
| 5Y | +10.2% | +32.4% | -22.3% | -3.5% |
| All | +152.5% | +148.3% | +4.2% | +101.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling