+224.3%
CTVA vs LNT
+76.2%
+148.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.2% | -2.6% |
| 7D | -2.1% | +1.0% | -3.1% | -2.5% |
| 30D | +12.0% | -1.1% | +13.1% | +12.5% |
| 3M | +13.5% | -3.6% | +17.1% | +15.1% |
| 6M | +12.1% | -2.7% | +14.8% | +13.0% |
| YTD | +29.0% | +8.0% | +21.0% | +23.9% |
| 1Y | +18.9% | +10.5% | +8.4% | +13.0% |
| 3Y | +78.9% | +49.6% | +29.3% | +46.6% |
| 5Y | +105.2% | +32.2% | +73.0% | +75.2% |
| All | +224.3% | +76.2% | +148.1% | +176.1% |
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