+53.4%
CL vs LNT
+142.3%
-88.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.9% |
| 7D | -1.4% | +1.0% | -2.4% | -1.9% |
| 30D | -5.2% | -1.1% | -4.1% | -4.8% |
| 3M | +3.3% | -3.6% | +6.9% | +5.1% |
| 6M | -4.4% | -2.7% | -1.7% | -3.3% |
| YTD | +13.9% | +8.0% | +5.9% | +9.4% |
| 1Y | +7.6% | +10.5% | -2.8% | +2.2% |
| 3Y | +29.6% | +49.6% | -20.0% | +4.8% |
| 5Y | +28.1% | +32.2% | -4.2% | +8.9% |
| 10Y | +53.4% | +141.8% | -88.4% | -3.7% |
| All | +53.4% | +142.3% | -88.9% | -3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling