+177.9%
KO vs LNT
+148.3%
+29.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.8% |
| 7D | -1.1% | -1.1% | 0.0% | -0.6% |
| 30D | +1.6% | -1.9% | +3.5% | +2.5% |
| 3M | +5.8% | -7.2% | +12.9% | +9.7% |
| 6M | +14.3% | -3.9% | +18.2% | +16.3% |
| YTD | +27.3% | +5.9% | +21.4% | +23.1% |
| 1Y | +33.2% | +8.4% | +24.8% | +27.1% |
| 3Y | +64.5% | +46.6% | +17.9% | +32.5% |
| 5Y | +83.1% | +32.4% | +50.7% | +53.2% |
| All | +177.9% | +148.3% | +29.6% | +73.0% |
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 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