+10.6%
LNT vs CRL
+97.0%
-86.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.8% |
| 7D | -0.5% | +8.9% | -9.4% | -0.1% |
| 30D | +9.9% | +14.0% | -4.0% | +10.2% |
| 3M | +4.8% | +19.8% | -15.1% | +5.2% |
| 6M | +2.2% | +102.0% | -99.9% | +4.5% |
| YTD | +15.9% | +70.8% | -55.0% | +16.9% |
| 1Y | +10.6% | +98.7% | -88.2% | +10.1% |
| All | +10.6% | +97.0% | -86.4% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling