+89.9%
CVE vs LNT
+768.9%
-679.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +2.5% | -0.1% | +2.6% | +2.5% |
| 30D | +16.7% | -3.2% | +19.9% | +18.2% |
| 3M | +9.3% | -4.1% | +13.3% | +10.7% |
| 6M | +43.6% | -4.6% | +48.2% | +45.4% |
| YTD | +93.6% | +7.0% | +86.6% | +86.6% |
| 1Y | +98.8% | +8.3% | +90.5% | +90.4% |
| 3Y | +73.6% | +51.0% | +22.6% | +40.8% |
| 5Y | +312.5% | +30.2% | +282.3% | +250.6% |
| 10Y | +161.0% | +143.6% | +17.4% | +54.4% |
| All | +89.9% | +768.9% | -679.0% | -56.8% |
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