+159.5%
CVE vs LNT
+55.9%
+103.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.6% |
| 7D | +5.9% | +1.0% | +4.9% | +5.8% |
| 30D | -10.9% | +9.6% | -20.5% | -12.2% |
| 3M | -4.5% | +5.4% | -9.9% | -5.4% |
| 6M | -1.0% | +3.1% | -4.1% | -1.7% |
| YTD | +74.7% | +16.5% | +58.3% | +69.3% |
| 1Y | +65.8% | +12.3% | +53.5% | +61.7% |
| 3Y | +73.2% | +70.3% | +2.9% | +54.9% |
| All | +159.5% | +55.9% | +103.5% | +136.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling