+465.5%
CMS vs LNT
+3,407.5%
-2,942.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.4% |
| 7D | -1.3% | +1.4% | -2.7% | -2.3% |
| 30D | +6.3% | +12.3% | -6.0% | -1.8% |
| 3M | -2.1% | +5.3% | -7.4% | -5.5% |
| 6M | -5.1% | +2.0% | -7.1% | -6.4% |
| YTD | +1.3% | +15.3% | -14.0% | -8.2% |
| 1Y | -1.4% | +12.3% | -13.7% | -8.9% |
| 3Y | +36.9% | +59.1% | -22.2% | -0.7% |
| 5Y | +32.5% | +51.7% | -19.2% | -0.4% |
| 10Y | +126.8% | +170.1% | -43.4% | +19.3% |
| All | +465.5% | +3,407.5% | -2,942.0% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling