+66.0%
CVE vs LNT
+12.2%
+53.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.7% |
| 7D | -16.1% | +1.4% | -17.6% | -16.0% |
| 30D | -10.4% | +12.3% | -22.7% | -10.6% |
| 3M | -2.4% | +5.3% | -7.7% | -2.4% |
| 6M | -4.4% | +2.0% | -6.5% | -4.5% |
| YTD | +64.9% | +15.3% | +49.7% | +49.8% |
| 1Y | +66.0% | +12.3% | +53.7% | +52.4% |
| All | +66.0% | +12.2% | +53.8% | +52.4% |
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 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