+181.6%
LNT vs CAPR
-63.2%
+244.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.7% | +8.0% | -0.8% |
| 7D | -0.5% | +19.1% | -19.6% | -0.6% |
| 30D | +9.9% | +48.8% | -38.9% | +9.8% |
| 3M | +4.8% | +144.4% | -139.6% | +4.6% |
| 6M | +2.2% | -67.5% | +69.7% | +2.2% |
| YTD | +15.9% | -64.5% | +80.4% | +15.8% |
| 1Y | +10.6% | +74.4% | -63.9% | +10.0% |
| 3Y | +66.1% | +265.7% | -199.6% | +64.5% |
| 5Y | +55.6% | +196.0% | -140.4% | +54.0% |
| All | +181.6% | -63.2% | +244.8% | +170.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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