+115.8%
CMS vs LNT
+142.3%
-26.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | -0.3% |
| 7D | +1.2% | +1.0% | +0.2% | +0.3% |
| 30D | -3.2% | -1.1% | -2.1% | -2.2% |
| 3M | -2.2% | -3.6% | +1.4% | +0.9% |
| 6M | -9.4% | -2.7% | -6.8% | -7.3% |
| YTD | +0.7% | +8.0% | -7.3% | -6.0% |
| 1Y | +0.4% | +10.5% | -10.1% | -8.1% |
| 3Y | +35.2% | +49.6% | -14.4% | -6.2% |
| 5Y | +24.1% | +32.2% | -8.1% | -4.5% |
| 10Y | +115.8% | +141.8% | -26.0% | -2.4% |
| All | +115.8% | +142.3% | -26.5% | -2.4% |
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