+130.1%
CVE vs LNT
+166.8%
-36.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | -10.1% | +0.6% | -10.7% | -10.3% |
| 30D | -12.1% | +12.4% | -24.5% | -15.2% |
| 3M | -1.9% | +6.7% | -8.6% | -4.0% |
| 6M | -1.8% | +3.9% | -5.8% | -3.5% |
| YTD | +65.8% | +16.5% | +49.3% | +57.0% |
| 1Y | +60.8% | +12.5% | +48.4% | +54.0% |
| 3Y | +70.1% | +66.9% | +3.3% | +41.5% |
| 5Y | +134.8% | +56.1% | +78.7% | +96.4% |
| 10Y | +130.1% | +173.2% | -43.1% | +96.3% |
| All | +130.1% | +166.8% | -36.7% | +96.3% |
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