+2,953.7%
CLS vs LNT
+148.3%
+2,805.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | +5.0% | -1.1% | +6.1% | +5.3% |
| 30D | +4.8% | -1.9% | +6.7% | +5.4% |
| 3M | -10.4% | -7.2% | -3.2% | -9.0% |
| 6M | +20.8% | -3.9% | +24.7% | +21.2% |
| YTD | +10.0% | +5.9% | +4.2% | +7.2% |
| 1Y | +28.5% | +8.4% | +20.2% | +24.1% |
| 3Y | +1,292.2% | +46.6% | +1,245.6% | +1,076.9% |
| 5Y | +3,616.8% | +32.4% | +3,584.4% | +3,127.5% |
| All | +2,953.7% | +148.3% | +2,805.4% | +2,347.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling