+181.6%
LNT vs CRL
+354.1%
-172.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.7% |
| 7D | -0.5% | +8.9% | -9.4% | -1.5% |
| 30D | +9.9% | +14.0% | -4.0% | +8.0% |
| 3M | +4.8% | +19.8% | -15.1% | +2.2% |
| 6M | +2.2% | +102.0% | -99.9% | -6.8% |
| YTD | +15.9% | +70.8% | -55.0% | +7.2% |
| 1Y | +10.6% | +98.7% | -88.2% | +0.1% |
| 3Y | +66.1% | +98.2% | -32.1% | +45.2% |
| 5Y | +55.6% | -11.7% | +67.3% | +54.6% |
| All | +181.6% | +354.1% | -172.4% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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