+140.6%
CNP vs LNT
+185.4%
-44.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.5% |
| 7D | +2.5% | -0.5% | +3.0% | +2.9% |
| 30D | +4.0% | +9.9% | -5.9% | -4.2% |
| 3M | +1.6% | +4.8% | -3.2% | -2.5% |
| 6M | -1.7% | +2.2% | -3.9% | -3.7% |
| YTD | +8.6% | +15.9% | -7.2% | -4.5% |
| 1Y | +5.8% | +10.6% | -4.7% | -3.2% |
| 3Y | +63.0% | +66.1% | -3.1% | +3.3% |
| 5Y | +74.7% | +55.6% | +19.1% | +15.4% |
| All | +140.6% | +185.4% | -44.9% | +5.6% |
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