+23,263.3%
CTAS vs LNT
+3,186.5%
+20,076.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | 0.0% | +1.0% | -1.1% | -0.5% |
| 30D | -1.0% | -1.1% | +0.1% | -0.6% |
| 3M | +15.8% | -3.6% | +19.4% | +17.6% |
| 6M | -1.0% | -2.7% | +1.7% | -0.1% |
| YTD | +7.4% | +8.0% | -0.6% | +3.2% |
| 1Y | -0.1% | +10.5% | -10.6% | -5.1% |
| 3Y | +66.3% | +49.6% | +16.7% | +36.2% |
| 5Y | +111.0% | +32.2% | +78.7% | +81.0% |
| 10Y | +662.9% | +141.8% | +521.1% | +395.4% |
| All | +23,263.3% | +3,186.5% | +20,076.8% | +6,045.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling