+1,026.7%
CDNS vs LNT
+148.3%
+878.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -6.5% | -1.1% | -5.4% | -6.3% |
| 30D | -13.0% | -1.9% | -11.1% | -12.6% |
| 3M | -26.0% | -7.2% | -18.8% | -24.6% |
| 6M | -2.8% | -3.9% | +1.1% | -2.4% |
| YTD | -8.8% | +5.9% | -14.7% | -11.4% |
| 1Y | -15.8% | +8.4% | -24.2% | -19.0% |
| 3Y | +19.7% | +46.6% | -26.9% | +1.2% |
| 5Y | +70.8% | +32.4% | +38.3% | +48.6% |
| All | +1,026.7% | +148.3% | +878.4% | +657.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling