+3,032.4%
CLS vs LNT
+150.5%
+2,881.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | +20.1% | +0.2% | +19.9% | +20.1% |
| 30D | +6.0% | -0.5% | +6.6% | +6.2% |
| 3M | -10.3% | -5.5% | -4.8% | -9.4% |
| 6M | +24.5% | -3.8% | +28.3% | +24.9% |
| YTD | +12.9% | +6.8% | +6.0% | +9.7% |
| 1Y | +36.7% | +9.3% | +27.4% | +31.7% |
| 3Y | +1,328.1% | +47.9% | +1,280.2% | +1,104.4% |
| 5Y | +3,682.3% | +31.6% | +3,650.7% | +3,200.0% |
| All | +3,032.4% | +150.5% | +2,881.9% | +2,404.2% |
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