+143.5%
CVE vs LNT
+184.1%
-40.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.5% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | -10.8% | +11.6% | -22.4% | -13.8% |
| 3M | -4.3% | +8.2% | -12.5% | -6.7% |
| 6M | -1.5% | +3.1% | -4.6% | -2.8% |
| YTD | +70.7% | +16.8% | +53.9% | +61.6% |
| 1Y | +58.1% | +11.6% | +46.5% | +51.8% |
| 3Y | +69.8% | +67.4% | +2.5% | +41.2% |
| 5Y | +148.9% | +56.8% | +92.2% | +108.1% |
| 10Y | +143.5% | +185.0% | -41.5% | +125.3% |
| All | +143.5% | +184.1% | -40.5% | +125.3% |
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