+61.8%
CVE vs LNT
+836.1%
-774.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.2% |
| 7D | -16.1% | +1.4% | -17.6% | -16.7% |
| 30D | -10.4% | +12.3% | -22.7% | -14.8% |
| 3M | -2.4% | +5.3% | -7.7% | -4.8% |
| 6M | -4.4% | +2.0% | -6.5% | -5.9% |
| YTD | +64.9% | +15.3% | +49.7% | +53.7% |
| 1Y | +66.0% | +12.3% | +53.7% | +56.4% |
| 3Y | +57.7% | +59.1% | -1.4% | +25.2% |
| 5Y | +144.7% | +51.7% | +93.0% | +93.4% |
| 10Y | +139.2% | +170.1% | -30.9% | +34.6% |
| All | +61.8% | +836.1% | -774.3% | -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