+32.2%
CP vs LNT
+34.2%
-2.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -2.7% | -0.1% | -2.6% | -2.6% |
| 30D | +0.2% | -3.2% | +3.3% | +1.4% |
| 3M | +2.6% | -4.1% | +6.6% | +4.2% |
| 6M | +6.0% | -4.6% | +10.5% | +7.7% |
| YTD | +24.9% | +7.0% | +17.9% | +21.4% |
| 1Y | +20.1% | +8.3% | +11.8% | +16.0% |
| 3Y | +16.4% | +51.0% | -34.6% | -4.6% |
| All | +32.2% | +34.2% | -2.0% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling