+43.1%
COF vs LNT
+31.4%
+11.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -5.1% | -1.0% | -4.1% | -4.8% |
| 30D | -6.0% | -4.2% | -1.8% | -4.8% |
| 3M | +14.8% | -6.7% | +21.5% | +17.1% |
| 6M | +15.3% | -3.6% | +18.9% | +16.2% |
| YTD | -13.0% | +5.9% | -18.9% | -15.4% |
| 1Y | -5.7% | +7.3% | -13.0% | -8.8% |
| 3Y | +118.1% | +46.5% | +71.7% | +84.8% |
| All | +43.1% | +31.4% | +11.7% | +24.8% |
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