+1,323.2%
CRS vs LNT
+148.3%
+1,174.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -6.8% | -1.0% | -5.7% | -6.3% |
| 30D | -16.1% | -4.2% | -11.9% | -14.3% |
| 3M | -21.2% | -6.7% | -14.5% | -18.7% |
| 6M | +8.7% | -3.6% | +12.3% | +9.8% |
| YTD | +41.0% | +5.9% | +35.1% | +35.7% |
| 1Y | +82.7% | +7.3% | +75.4% | +74.4% |
| 3Y | +604.8% | +46.5% | +558.3% | +459.7% |
| 5Y | +1,384.7% | +32.5% | +1,352.2% | +1,130.6% |
| All | +1,323.2% | +148.3% | +1,174.9% | +926.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling