+116.3%
CLF vs LNT
+142.3%
-26.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.0% |
| 7D | +6.5% | +1.0% | +5.5% | +6.1% |
| 30D | +0.2% | -1.1% | +1.3% | +0.5% |
| 3M | -3.1% | -3.6% | +0.5% | -2.1% |
| 6M | +25.0% | -2.7% | +27.7% | +25.7% |
| YTD | -7.5% | +8.0% | -15.5% | -10.7% |
| 1Y | +11.5% | +10.5% | +1.1% | +6.8% |
| 3Y | -13.7% | +49.6% | -63.3% | -27.9% |
| 5Y | -47.0% | +32.2% | -79.2% | -53.8% |
| 10Y | +116.3% | +141.8% | -25.5% | +83.8% |
| All | +116.3% | +142.3% | -26.0% | +83.8% |
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 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