+65.4%
CVE vs LNT
+65.0%
+0.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -10.0% | +1.6% | -11.5% | -10.1% |
| 30D | -11.9% | +12.1% | -23.9% | -12.8% |
| 3M | -5.9% | +8.2% | -14.1% | -6.7% |
| 6M | -1.6% | +3.6% | -5.2% | -2.1% |
| YTD | +66.3% | +16.2% | +50.1% | +62.0% |
| 1Y | +57.5% | +12.8% | +44.7% | +54.1% |
| 3Y | +65.4% | +66.5% | -1.1% | +54.4% |
| All | +65.4% | +65.0% | +0.4% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling