+5,625.4%
COF vs LNT
+1,947.6%
+3,677.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -0.9% |
| 7D | -2.7% | +0.2% | -2.8% | -2.8% |
| 30D | -3.4% | -0.5% | -2.9% | -3.2% |
| 3M | +15.4% | -5.5% | +20.9% | +18.6% |
| 6M | +14.4% | -3.8% | +18.2% | +16.0% |
| YTD | -12.0% | +6.8% | -18.8% | -16.0% |
| 1Y | -3.7% | +9.3% | -13.1% | -9.4% |
| 3Y | +121.1% | +47.9% | +73.1% | +72.6% |
| 5Y | +47.8% | +31.6% | +16.2% | +20.9% |
| 10Y | +250.3% | +150.1% | +100.2% | +95.3% |
| All | +5,625.4% | +1,947.6% | +3,677.9% | +1,040.9% |
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