+562.6%
LNT vs CAPR
-99.1%
+661.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | -0.1% | -2.0% | +1.9% | -0.1% |
| 30D | -3.2% | +139.2% | -142.4% | -3.4% |
| 3M | -4.1% | -66.4% | +62.3% | -4.0% |
| 6M | -4.6% | -63.1% | +58.6% | -4.5% |
| YTD | +7.0% | -67.4% | +74.4% | +7.0% |
| 1Y | +8.3% | +58.2% | -50.0% | +7.4% |
| 3Y | +51.0% | +42.2% | +8.8% | +49.2% |
| 5Y | +30.2% | +87.3% | -57.1% | +28.4% |
| 10Y | +143.6% | -75.3% | +218.9% | +136.9% |
| All | +562.6% | -99.1% | +661.6% | +518.7% |
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