+44.1%
CSGP vs LNT
+141.9%
-97.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -4.1% | -0.1% | -4.0% | -4.0% |
| 30D | +2.3% | -3.2% | +5.5% | +3.6% |
| 3M | -8.2% | -4.1% | -4.1% | -6.6% |
| 6M | -35.1% | -4.6% | -30.5% | -34.0% |
| YTD | -54.0% | +7.0% | -61.0% | -55.6% |
| 1Y | -65.3% | +8.3% | -73.6% | -66.7% |
| 3Y | -62.6% | +51.0% | -113.6% | -69.0% |
| 5Y | -64.8% | +30.2% | -95.0% | -69.5% |
| All | +44.1% | +141.9% | -97.8% | +6.7% |
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