+216.7%
CTVA vs LNT
+72.7%
+144.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -4.5% | -1.0% | -3.5% | -4.1% |
| 30D | +11.3% | -4.2% | +15.6% | +13.4% |
| 3M | +12.3% | -6.7% | +19.0% | +15.6% |
| 6M | +7.2% | -3.6% | +10.8% | +8.4% |
| YTD | +26.0% | +5.9% | +20.1% | +22.1% |
| 1Y | +16.0% | +7.3% | +8.8% | +11.7% |
| 3Y | +73.9% | +46.5% | +27.4% | +43.8% |
| 5Y | +103.8% | +32.5% | +71.3% | +73.6% |
| All | +216.7% | +72.7% | +144.0% | +172.0% |
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