+3,231.7%
CLS vs LNT
+1,377.5%
+1,854.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | +4.6% | -0.1% | +4.7% | +4.6% |
| 30D | -13.9% | -3.2% | -10.7% | -12.6% |
| 3M | -26.6% | -4.1% | -22.5% | -25.8% |
| 6M | +15.4% | -4.6% | +20.0% | +16.7% |
| YTD | +5.7% | +7.0% | -1.3% | +1.3% |
| 1Y | +41.1% | +8.3% | +32.8% | +34.0% |
| 3Y | +1,228.6% | +51.0% | +1,177.6% | +941.5% |
| 5Y | +3,240.6% | +30.2% | +3,210.5% | +2,659.8% |
| 10Y | +2,760.3% | +143.6% | +2,616.8% | +1,579.5% |
| All | +3,231.7% | +1,377.5% | +1,854.2% | +770.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling