+65.4%
CTAS vs LNT
+49.9%
+15.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | 0.0% | +1.0% | -1.1% | -0.4% |
| 30D | -1.0% | -1.1% | +0.1% | -0.6% |
| 3M | +15.8% | -3.6% | +19.4% | +17.4% |
| 6M | -1.0% | -2.7% | +1.7% | -0.1% |
| YTD | +7.4% | +8.0% | -0.6% | +3.6% |
| 1Y | -0.1% | +10.5% | -10.6% | -4.8% |
| All | +65.4% | +49.9% | +15.5% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling