+132.3%
CMS vs LNT
+166.8%
-34.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.4% |
| 7D | -0.9% | +0.6% | -1.5% | -1.4% |
| 30D | +7.1% | +12.4% | -5.3% | -3.3% |
| 3M | -1.3% | +6.7% | -8.0% | -6.8% |
| 6M | -2.7% | +3.9% | -6.6% | -6.0% |
| YTD | +2.6% | +16.5% | -13.9% | -10.4% |
| 1Y | -2.0% | +12.5% | -14.5% | -11.8% |
| 3Y | +39.6% | +66.9% | -27.3% | -12.1% |
| 5Y | +35.3% | +56.1% | -20.7% | -10.2% |
| 10Y | +132.3% | +173.2% | -40.9% | -5.0% |
| All | +132.3% | +166.8% | -34.5% | -5.0% |
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