-70.0%
CPNG vs LNT
+61.5%
-131.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -7.6% | +0.2% | -7.8% | -7.6% |
| 30D | -8.8% | -0.5% | -8.3% | -8.8% |
| 3M | -7.2% | -5.5% | -1.7% | -6.6% |
| 6M | -21.5% | -3.8% | -17.7% | -21.3% |
| YTD | -37.4% | +6.8% | -44.3% | -38.3% |
| 1Y | -54.3% | +9.3% | -63.7% | -55.2% |
| 3Y | -20.3% | +47.9% | -68.2% | -25.0% |
| 5Y | -51.2% | +31.6% | -82.8% | -54.7% |
| All | -70.0% | +61.5% | -131.5% | -74.9% |
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