+140.2%
CMS vs LNT
+186.9%
-46.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.2% |
| 7D | +1.7% | +1.0% | +0.7% | +0.8% |
| 30D | +6.2% | +9.6% | -3.4% | -2.0% |
| 3M | +0.6% | +5.4% | -4.8% | -4.0% |
| 6M | -1.8% | +3.1% | -4.9% | -4.5% |
| YTD | +3.8% | +16.5% | -12.6% | -9.3% |
| 1Y | -1.8% | +12.3% | -14.1% | -11.4% |
| 3Y | +39.8% | +70.3% | -30.5% | -13.5% |
| 5Y | +37.1% | +56.4% | -19.3% | -9.2% |
| All | +140.2% | +186.9% | -46.7% | -6.7% |
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