+152.9%
LNT vs CAPR
-76.2%
+229.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.6% | +0.9% |
| 7D | +1.0% | -9.5% | +10.5% | +1.0% |
| 30D | -1.1% | +121.5% | -122.6% | -1.2% |
| 3M | -3.6% | -65.4% | +61.8% | -3.6% |
| 6M | -2.7% | -67.5% | +64.9% | -2.7% |
| YTD | +8.0% | -68.6% | +76.6% | +8.0% |
| 1Y | +10.5% | +42.7% | -32.2% | +10.0% |
| 3Y | +49.6% | +43.4% | +6.2% | +48.3% |
| 5Y | +32.2% | +86.0% | -53.8% | +31.0% |
| All | +152.9% | -76.2% | +229.1% | +141.6% |
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