+65.2%
CSGP vs LNT
+168.9%
-103.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.6% | -4.2% |
| 7D | +1.3% | +1.4% | -0.2% | +0.8% |
| 30D | +10.7% | +12.3% | -1.6% | +5.9% |
| 3M | +3.3% | +5.3% | -2.0% | +1.3% |
| 6M | -10.3% | +2.0% | -12.4% | -11.0% |
| YTD | -54.6% | +15.3% | -69.8% | -57.3% |
| 1Y | -54.6% | +12.3% | -66.9% | -56.9% |
| 3Y | -60.3% | +59.1% | -119.4% | -67.8% |
| 5Y | -63.3% | +51.7% | -115.0% | -70.0% |
| All | +65.2% | +168.9% | -103.7% | +23.7% |
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