+813.4%
CTAS vs LNT
+186.9%
+626.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | +1.7% | +1.0% | +0.7% | +1.2% |
| 30D | +8.4% | +9.6% | -1.2% | +3.3% |
| 3M | +13.0% | +5.4% | +7.6% | +9.8% |
| 6M | +39.1% | +3.1% | +36.0% | +36.4% |
| YTD | +21.2% | +16.5% | +4.7% | +11.1% |
| 1Y | +21.6% | +12.3% | +9.3% | +13.6% |
| 3Y | +73.2% | +70.3% | +2.9% | +27.5% |
| 5Y | +115.7% | +56.4% | +59.3% | +64.0% |
| All | +813.4% | +186.9% | +626.5% | +481.5% |
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