-47.8%
CLF vs LNT
+31.3%
-79.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +7.6% | -0.1% | +7.7% | +7.6% |
| 30D | -1.2% | -3.2% | +2.0% | -0.4% |
| 3M | -13.4% | -4.1% | -9.3% | -12.6% |
| 6M | +15.4% | -4.6% | +20.0% | +16.6% |
| YTD | -5.9% | +7.0% | -12.9% | -8.3% |
| 1Y | +18.8% | +8.3% | +10.5% | +15.4% |
| 3Y | -19.4% | +51.0% | -70.4% | -31.4% |
| All | -47.8% | +31.3% | -79.0% | -54.4% |
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 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