+621.6%
LNT vs CAPR
-99.0%
+720.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.4% | -8.4% | +1.1% |
| 7D | +0.6% | +36.0% | -35.4% | +0.5% |
| 30D | +12.4% | +25.8% | -13.4% | +12.3% |
| 3M | +6.7% | +140.8% | -134.1% | +6.4% |
| 6M | +3.9% | -67.6% | +71.5% | +4.0% |
| YTD | +16.5% | -65.9% | +82.4% | +16.5% |
| 1Y | +12.5% | +66.1% | -53.6% | +11.6% |
| 3Y | +66.9% | +256.9% | -190.0% | +64.5% |
| 5Y | +56.1% | +172.1% | -116.0% | +53.7% |
| 10Y | +173.2% | -64.7% | +237.9% | +165.4% |
| All | +621.6% | -99.0% | +720.6% | +573.6% |
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 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