+3,121.8%
LNT vs CGNX
+12,871.6%
-9,749.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.3% |
| 7D | -1.0% | +3.2% | -4.2% | -1.3% |
| 30D | -4.2% | +6.0% | -10.2% | -4.7% |
| 3M | -6.7% | +3.5% | -10.2% | -7.2% |
| 6M | -3.6% | +26.3% | -29.9% | -5.8% |
| YTD | +5.9% | +79.2% | -73.4% | 0.0% |
| 1Y | +7.3% | +43.8% | -36.5% | +2.8% |
| 3Y | +46.5% | +52.0% | -5.5% | +37.9% |
| 5Y | +32.5% | -24.0% | +56.5% | +30.3% |
| 10Y | +147.9% | +189.1% | -41.2% | +115.2% |
| All | +3,121.8% | +12,871.6% | -9,749.8% | +2,101.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling