+62.8%
CVE vs LNT
+846.0%
-783.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -14.1% | +4.7% | -18.8% | -15.8% |
| 30D | -11.6% | +13.0% | -24.6% | -16.2% |
| 3M | 0.0% | +5.4% | -5.4% | -2.5% |
| 6M | -8.4% | +2.0% | -10.4% | -9.8% |
| YTD | +65.9% | +16.5% | +49.4% | +54.0% |
| 1Y | +69.4% | +13.3% | +56.1% | +59.1% |
| 3Y | +55.9% | +58.7% | -2.8% | +24.0% |
| 5Y | +146.2% | +53.3% | +92.9% | +93.7% |
| 10Y | +140.6% | +173.0% | -32.4% | +34.9% |
| All | +62.8% | +846.0% | -783.3% | -64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling