+87.4%
COR vs LNT
+50.4%
+36.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.1% |
| 7D | -1.9% | +1.0% | -2.9% | -2.2% |
| 30D | +1.5% | -1.1% | +2.6% | +1.8% |
| 3M | +18.7% | -3.6% | +22.3% | +19.9% |
| 6M | -9.0% | -2.7% | -6.4% | -8.2% |
| YTD | -3.3% | +8.0% | -11.3% | -4.7% |
| 1Y | +9.8% | +10.5% | -0.6% | +7.8% |
| 3Y | +87.4% | +49.6% | +37.8% | +81.0% |
| All | +87.4% | +50.4% | +36.9% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling