+337.5%
COP vs LNT
+148.3%
+189.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | +1.0% | -1.1% | +2.1% | +1.3% |
| 30D | +9.6% | -1.9% | +11.5% | +10.2% |
| 3M | +15.0% | -7.2% | +22.2% | +17.8% |
| 6M | +21.8% | -3.9% | +25.7% | +22.8% |
| YTD | +49.6% | +5.9% | +43.8% | +45.8% |
| 1Y | +49.9% | +8.4% | +41.5% | +44.6% |
| 3Y | +22.6% | +46.6% | -24.0% | +4.8% |
| 5Y | +193.6% | +32.4% | +161.2% | +157.2% |
| All | +337.5% | +148.3% | +189.2% | +251.2% |
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