+459.7%
CMS vs LNT
+3,155.8%
-2,696.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | -3.6% | -3.2% | -0.4% | -1.4% |
| 3M | -1.9% | -4.1% | +2.2% | +0.9% |
| 6M | -11.0% | -4.6% | -6.4% | -8.0% |
| YTD | +0.2% | +7.0% | -6.8% | -4.3% |
| 1Y | -1.3% | +8.3% | -9.6% | -6.5% |
| 3Y | +35.9% | +51.0% | -15.1% | +2.3% |
| 5Y | +23.1% | +30.2% | -7.1% | +2.6% |
| 10Y | +117.9% | +143.6% | -25.7% | +22.9% |
| All | +459.7% | +3,155.8% | -2,696.2% | -10.2% |
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