+0.4%
CMS vs LNT
+13.9%
-13.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | -0.5% |
| 7D | +4.1% | +7.2% | -3.1% | -2.0% |
| 30D | +10.9% | +15.6% | -4.8% | -2.2% |
| 3M | -0.2% | +5.2% | -5.4% | -4.5% |
| 6M | -4.7% | +1.7% | -6.4% | -6.2% |
| YTD | +3.9% | +17.0% | -13.1% | -9.4% |
| 1Y | +0.4% | +14.2% | -13.9% | -10.5% |
| All | +0.4% | +13.9% | -13.6% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling