-23.4%
CLF vs LNT
+67.4%
-90.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.3% |
| 7D | +10.4% | +1.0% | +9.3% | +10.3% |
| 30D | +0.6% | +9.6% | -9.0% | -0.3% |
| 3M | +4.1% | +5.4% | -1.3% | +3.8% |
| 6M | +15.1% | +3.1% | +12.0% | +15.0% |
| YTD | -4.7% | +16.5% | -21.2% | -7.0% |
| 1Y | +20.4% | +12.3% | +8.0% | +18.2% |
| 3Y | -23.4% | +70.3% | -93.7% | -37.4% |
| All | -23.4% | +67.4% | -90.7% | -37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling