-0.8%
COR vs LNT
+11.3%
-12.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.4% | +2.7% |
| 7D | +7.8% | +1.0% | +6.8% | +7.4% |
| 30D | +7.0% | +9.6% | -2.6% | +3.1% |
| 3M | +16.3% | +5.4% | +10.9% | +13.8% |
| 6M | +41.3% | +3.1% | +38.2% | +39.5% |
| YTD | +7.1% | +16.5% | -9.3% | +1.9% |
| 1Y | -0.8% | +12.3% | -13.1% | -3.3% |
| All | -0.8% | +11.3% | -12.1% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling