+98.8%
CVE vs LNT
+8.1%
+90.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +2.5% | -0.1% | +2.6% | +2.5% |
| 30D | +16.7% | -3.2% | +19.9% | +16.8% |
| 3M | +9.3% | -4.1% | +13.3% | +9.0% |
| 6M | +43.6% | -4.6% | +48.2% | +43.3% |
| YTD | +93.6% | +7.0% | +86.6% | +82.1% |
| 1Y | +98.8% | +8.3% | +90.5% | +92.8% |
| All | +98.8% | +8.1% | +90.7% | +92.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling