+33.2%
LNT vs CNI
+12.6%
+20.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -1.0% | -0.4% | -0.7% | -0.9% |
| 30D | -4.2% | -2.7% | -1.5% | -3.6% |
| 3M | -6.7% | +3.9% | -10.6% | -7.7% |
| 6M | -3.6% | +16.4% | -19.9% | -7.6% |
| YTD | +5.9% | +25.8% | -19.9% | -0.8% |
| 1Y | +7.3% | +32.4% | -25.1% | -0.9% |
| 3Y | +46.5% | +19.1% | +27.4% | +36.8% |
| All | +33.2% | +12.6% | +20.6% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 5y: compounded portfolio wealth divided by compounded CNI 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…
5y analysis · Full analysis span regression · 6 months rolling