+55.6%
CSGP vs LNT
+185.4%
-129.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.2% |
| 7D | -6.1% | -0.5% | -5.6% | -5.9% |
| 30D | +0.3% | +9.9% | -9.6% | -3.2% |
| 3M | -1.3% | +4.8% | -6.1% | -3.0% |
| 6M | -8.9% | +2.2% | -11.1% | -9.7% |
| YTD | -55.2% | +15.9% | -71.1% | -58.1% |
| 1Y | -56.4% | +10.6% | -66.9% | -58.3% |
| 3Y | -62.2% | +66.1% | -128.3% | -69.9% |
| 5Y | -63.7% | +55.6% | -119.3% | -70.6% |
| All | +55.6% | +185.4% | -129.8% | +12.3% |
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