+1,436.0%
LNT vs CRL
+1,673.3%
-237.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | 0.0% |
| 7D | +1.6% | -1.7% | +3.3% | +1.7% |
| 30D | +12.1% | +14.6% | -2.5% | +9.6% |
| 3M | +8.2% | +24.8% | -16.6% | +4.4% |
| 6M | +3.6% | +94.7% | -91.1% | -6.6% |
| YTD | +16.2% | +73.4% | -57.2% | +5.7% |
| 1Y | +12.8% | +104.7% | -91.9% | 0.0% |
| 3Y | +66.5% | +101.1% | -34.5% | +43.0% |
| 5Y | +53.8% | -10.8% | +64.6% | +47.2% |
| 10Y | +182.5% | +358.8% | -176.3% | +99.7% |
| All | +1,436.0% | +1,673.3% | -237.3% | +809.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling