+336.7%
COP vs LNT
+186.9%
+149.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | +4.4% | +1.0% | +3.4% | +4.0% |
| 30D | 0.0% | +9.6% | -9.6% | -3.3% |
| 3M | +15.0% | +5.4% | +9.6% | +12.7% |
| 6M | +22.0% | +3.1% | +18.9% | +20.2% |
| YTD | +55.3% | +16.5% | +38.9% | +46.1% |
| 1Y | +64.1% | +12.3% | +51.8% | +56.4% |
| 3Y | +34.1% | +70.3% | -36.2% | +8.1% |
| 5Y | +133.4% | +56.4% | +77.0% | +91.1% |
| All | +336.7% | +186.9% | +149.8% | +267.3% |
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