+16.5%
LNT vs CAI
-9.9%
+26.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | -1.0% | -2.9% | +1.9% | -1.1% |
| 30D | -4.2% | +9.3% | -13.6% | -4.2% |
| 3M | -6.7% | +35.2% | -41.9% | -6.6% |
| 6M | -3.6% | +30.7% | -34.3% | -3.6% |
| YTD | +5.9% | -9.8% | +15.7% | +6.4% |
| 1Y | +7.3% | -28.9% | +36.1% | +8.5% |
| All | +16.5% | -9.9% | +26.3% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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