+34.2%
CVS vs LNT
+30.4%
+3.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -2.0% | -1.1% | -0.9% | -1.6% |
| 30D | +1.9% | -1.9% | +3.9% | +2.6% |
| 3M | -2.2% | -7.2% | +5.0% | +0.3% |
| 6M | +26.7% | -3.9% | +30.6% | +28.2% |
| YTD | +22.9% | +5.9% | +17.0% | +20.0% |
| 1Y | +32.9% | +8.4% | +24.5% | +28.8% |
| 3Y | +62.3% | +46.6% | +15.7% | +38.8% |
| 5Y | +34.2% | +32.4% | +1.8% | +19.9% |
| All | +34.2% | +30.4% | +3.8% | +19.9% |
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