+113.9%
CNH vs LNT
+184.1%
-70.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +6.7% | -0.2% | +6.9% | +6.8% |
| 30D | +7.2% | +11.6% | -4.4% | +2.8% |
| 3M | +17.5% | +8.2% | +9.3% | +13.8% |
| 6M | +15.0% | +3.1% | +11.8% | +13.3% |
| YTD | +36.8% | +16.8% | +20.0% | +28.5% |
| 1Y | +27.6% | +11.6% | +16.0% | +21.9% |
| 3Y | +34.3% | +67.4% | -33.0% | +8.5% |
| 5Y | -12.2% | +56.8% | -69.0% | -28.2% |
| 10Y | +113.9% | +185.0% | -71.2% | +67.3% |
| All | +113.9% | +184.1% | -70.2% | +67.3% |
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