+56.0%
LNT vs CRL
-11.4%
+67.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.2% |
| 7D | +1.6% | -1.7% | +3.3% | +1.6% |
| 30D | +12.1% | +14.6% | -2.5% | +11.0% |
| 3M | +8.2% | +24.8% | -16.6% | +6.5% |
| 6M | +3.6% | +94.7% | -91.1% | -1.0% |
| YTD | +16.2% | +73.4% | -57.2% | +11.6% |
| 1Y | +12.8% | +104.7% | -91.9% | +6.8% |
| 3Y | +66.5% | +101.1% | -34.5% | +54.3% |
| All | +56.0% | -11.4% | +67.3% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling