+11.8%
CRM vs LNT
+46.9%
-35.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -4.4% | -1.0% | -3.4% | -4.5% |
| 30D | +28.1% | -4.2% | +32.4% | +27.8% |
| 3M | +48.8% | -6.7% | +55.5% | +48.5% |
| 6M | +28.3% | -3.6% | +31.8% | +28.1% |
| YTD | -6.0% | +5.9% | -11.9% | -6.7% |
| 1Y | +1.4% | +7.3% | -5.8% | +0.3% |
| 3Y | +11.8% | +46.5% | -34.6% | +5.7% |
| All | +11.8% | +46.9% | -35.1% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling