+26,262.6%
CTAS vs LNT
+3,444.2%
+22,818.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | +1.7% | +1.0% | +0.7% | +1.3% |
| 30D | +8.4% | +9.6% | -1.2% | +4.0% |
| 3M | +13.0% | +5.4% | +7.6% | +10.2% |
| 6M | +39.1% | +3.1% | +36.0% | +36.8% |
| YTD | +21.2% | +16.5% | +4.7% | +12.5% |
| 1Y | +21.6% | +12.3% | +9.3% | +14.7% |
| 3Y | +73.2% | +70.3% | +2.9% | +33.8% |
| 5Y | +115.7% | +56.4% | +59.3% | +71.5% |
| 10Y | +816.1% | +184.3% | +631.8% | +454.5% |
| All | +26,262.6% | +3,444.2% | +22,818.4% | +6,595.0% |
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