+619.4%
LNT vs CAPR
-99.1%
+718.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.9% | +9.6% | -0.3% |
| 7D | +1.6% | +7.6% | -6.1% | +1.5% |
| 30D | +12.1% | +13.3% | -1.2% | +12.0% |
| 3M | +8.2% | +130.4% | -122.2% | +7.9% |
| 6M | +3.6% | -70.8% | +74.4% | +3.7% |
| YTD | +16.2% | -69.3% | +85.4% | +16.2% |
| 1Y | +12.8% | +59.5% | -46.7% | +11.9% |
| 3Y | +66.5% | +216.8% | -150.3% | +64.2% |
| 5Y | +53.8% | +152.7% | -98.9% | +51.5% |
| 10Y | +182.5% | -68.2% | +250.7% | +174.5% |
| All | +619.4% | -99.1% | +718.5% | +571.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling