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  • CDE vs LNT✓SelectedUSD · LNTCDE vs LNT performance historyLatest closeAs of-3.14%09/10
Stock and ETF performance explorer

CDE vs LNT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-89.8%
LNT return
+3,121.3%
Excess return
-3,211.2%
Maximum drawdown
-99.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioLNTExcessAlpha
1D-3.1%-0.9%-2.2%-2.8%
7D-6.1%-1.1%-4.9%-5.6%
30D+9.5%-1.9%+11.4%+10.3%
3M+32.0%-7.2%+39.2%+35.7%
6M-12.8%-3.9%-8.9%-11.9%
YTD+14.2%+5.9%+8.3%+10.7%
1Y+36.3%+8.4%+27.9%+30.8%
3Y+821.4%+46.6%+774.8%+677.3%
5Y+194.3%+32.4%+161.8%+158.0%
10Y+53.2%+147.9%-94.7%+7.7%
All-89.8%+3,121.3%-3,211.2%-94.2%

Cumulative growth

Daily Returns

Daily percentage return beside LNT.

Daily Out/Under-Performance

Portfolio return minus LNT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × LNT 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 LNT 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