+105.2%
CTVA vs LNT
+30.4%
+74.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -4.7% | -1.1% | -3.6% | -4.3% |
| 30D | +11.1% | -1.9% | +13.0% | +11.8% |
| 3M | +13.7% | -7.2% | +20.9% | +16.8% |
| 6M | +11.2% | -3.9% | +15.1% | +12.5% |
| YTD | +26.9% | +5.9% | +21.0% | +23.5% |
| 1Y | +18.8% | +8.4% | +10.5% | +14.5% |
| 3Y | +75.9% | +46.6% | +29.3% | +49.7% |
| 5Y | +105.2% | +32.4% | +72.8% | +72.4% |
| All | +105.2% | +30.4% | +74.8% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling