+144.2%
LNT vs CGNX
+193.6%
-49.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.4% |
| 7D | -1.0% | +3.2% | -4.2% | -1.4% |
| 30D | -4.2% | +6.0% | -10.2% | -4.9% |
| 3M | -6.7% | +3.5% | -10.2% | -7.4% |
| 6M | -3.6% | +26.3% | -29.9% | -6.8% |
| YTD | +5.9% | +79.2% | -73.4% | -2.6% |
| 1Y | +7.3% | +43.8% | -36.5% | +0.9% |
| 3Y | +46.5% | +52.0% | -5.5% | +33.6% |
| 5Y | +32.5% | -24.0% | +56.5% | +30.8% |
| All | +144.2% | +193.6% | -49.4% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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