+180.9%
COR vs LNT
+31.1%
+149.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | -3.9% | +0.2% | -4.1% | -3.9% |
| 30D | -0.3% | -0.5% | +0.2% | -0.2% |
| 3M | +15.9% | -5.5% | +21.4% | +17.9% |
| 6M | -10.3% | -3.8% | -6.5% | -9.2% |
| YTD | -3.7% | +6.8% | -10.5% | -5.6% |
| 1Y | +9.1% | +9.3% | -0.2% | +6.3% |
| 3Y | +86.6% | +47.9% | +38.6% | +65.8% |
| 5Y | +180.9% | +31.6% | +149.3% | +160.5% |
| All | +180.9% | +31.1% | +149.8% | +160.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling