+1,314.7%
LNT vs CRL
+1,379.5%
-64.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.2% |
| 7D | -0.1% | -1.0% | +0.9% | 0.0% |
| 30D | -3.2% | +10.7% | -13.8% | -4.6% |
| 3M | -4.1% | +55.3% | -59.3% | -10.1% |
| 6M | -4.6% | +60.7% | -65.2% | -11.6% |
| YTD | +7.0% | +44.6% | -37.6% | +0.3% |
| 1Y | +8.3% | +77.7% | -69.5% | -2.0% |
| 3Y | +51.0% | +37.6% | +13.4% | +37.7% |
| 5Y | +30.2% | -35.8% | +66.0% | +31.3% |
| 10Y | +143.6% | +241.7% | -98.2% | +80.3% |
| All | +1,314.7% | +1,379.5% | -64.8% | +762.7% |
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 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