+395.2%
COR vs LNT
+148.3%
+246.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.8% | -1.0% | -1.8% | -2.4% |
| 30D | +2.6% | -4.2% | +6.8% | +4.3% |
| 3M | +14.5% | -6.7% | +21.1% | +17.5% |
| 6M | -7.8% | -3.6% | -4.2% | -6.6% |
| YTD | -4.2% | +5.9% | -10.1% | -6.5% |
| 1Y | +7.0% | +7.3% | -0.2% | +3.9% |
| 3Y | +85.5% | +46.5% | +39.0% | +57.2% |
| 5Y | +181.2% | +32.5% | +148.7% | +145.4% |
| All | +395.2% | +148.3% | +246.8% | +291.8% |
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 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