+181.6%
LNT vs COO
+40.1%
+141.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -0.5% | -2.1% | +1.5% | 0.0% |
| 30D | +9.9% | +13.9% | -4.0% | +6.3% |
| 3M | +4.8% | -18.9% | +23.7% | +9.9% |
| 6M | +2.2% | +3.7% | -1.6% | +0.3% |
| YTD | +15.9% | -24.1% | +40.0% | +23.0% |
| 1Y | +10.6% | -14.2% | +24.8% | +13.3% |
| 3Y | +66.1% | -24.5% | +90.5% | +71.5% |
| 5Y | +55.6% | -40.4% | +96.0% | +69.1% |
| All | +181.6% | +40.1% | +141.6% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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