+80.1%
CLF vs LNT
+166.8%
-86.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.1% | +5.9% | +6.6% |
| 7D | -14.1% | +0.6% | -14.7% | -14.3% |
| 30D | -5.5% | +12.4% | -18.0% | -9.6% |
| 3M | 0.0% | +6.7% | -6.7% | -2.6% |
| 6M | +11.3% | +3.9% | +7.3% | +9.2% |
| YTD | -7.7% | +16.5% | -24.2% | -13.4% |
| 1Y | +17.5% | +12.5% | +5.1% | +11.7% |
| 3Y | -25.4% | +66.9% | -92.3% | -40.2% |
| 5Y | -46.0% | +56.1% | -102.0% | -55.8% |
| 10Y | +80.1% | +173.2% | -93.1% | +65.7% |
| All | +80.1% | +166.8% | -86.8% | +65.7% |
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