+60.0%
CSGP vs LNT
+186.9%
-126.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.3% | +2.6% |
| 7D | +1.3% | +1.0% | +0.3% | +0.9% |
| 30D | +2.8% | +9.6% | -6.8% | -0.7% |
| 3M | -6.3% | +5.4% | -11.7% | -8.1% |
| 6M | -3.2% | +3.1% | -6.3% | -4.3% |
| YTD | -54.0% | +16.5% | -70.4% | -56.9% |
| 1Y | -54.8% | +12.3% | -67.1% | -57.1% |
| 3Y | -60.6% | +70.3% | -130.9% | -68.9% |
| 5Y | -62.6% | +56.4% | -119.0% | -69.9% |
| All | +60.0% | +186.9% | -126.9% | +15.3% |
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 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