+38.9%
CNH vs LNT
+355.2%
-316.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | +3.0% | +1.0% | +2.0% | +2.7% |
| 30D | -0.6% | +9.6% | -10.2% | -3.8% |
| 3M | +14.6% | +5.4% | +9.2% | +12.3% |
| 6M | +11.8% | +3.1% | +8.6% | +10.3% |
| YTD | +30.4% | +16.5% | +13.9% | +23.2% |
| 1Y | +19.1% | +12.3% | +6.7% | +13.9% |
| 3Y | +30.2% | +70.3% | -40.1% | +6.3% |
| 5Y | -17.8% | +56.4% | -74.2% | -31.5% |
| 10Y | +103.9% | +184.3% | -80.4% | +46.1% |
| All | +38.9% | +355.2% | -316.2% | -22.2% |
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