-3.3%
CLX vs LNT
+148.3%
-151.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -5.9% | -1.1% | -4.8% | -5.5% |
| 30D | -17.0% | -1.9% | -15.1% | -16.5% |
| 3M | -9.6% | -7.2% | -2.4% | -7.1% |
| 6M | -21.5% | -3.9% | -17.6% | -20.5% |
| YTD | -8.8% | +5.9% | -14.7% | -11.0% |
| 1Y | -24.7% | +8.4% | -33.0% | -27.2% |
| 3Y | -35.6% | +46.6% | -82.2% | -44.9% |
| 5Y | -37.6% | +32.4% | -70.1% | -45.2% |
| All | -3.3% | +148.3% | -151.6% | -38.2% |
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