+7,739.7%
CP vs LNT
+3,435.0%
+4,304.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +2.8% | +1.6% | +1.3% | +2.2% |
| 30D | +11.0% | +12.1% | -1.0% | +6.1% |
| 3M | +3.8% | +8.2% | -4.3% | +0.6% |
| 6M | +9.5% | +3.6% | +5.9% | +7.8% |
| YTD | +28.2% | +16.2% | +12.0% | +20.5% |
| 1Y | +33.0% | +12.8% | +20.2% | +26.4% |
| 3Y | +35.5% | +66.5% | -31.0% | +8.8% |
| 5Y | +25.8% | +53.8% | -28.0% | +3.4% |
| 10Y | +250.7% | +182.5% | +68.2% | +122.4% |
| All | +7,739.7% | +3,435.0% | +4,304.6% | +2,366.4% |
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