+182.5%
LNT vs COO
+38.3%
+144.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +1.6% | +4.5% | -3.0% | +0.4% |
| 30D | +12.1% | +16.9% | -4.9% | +7.7% |
| 3M | +8.2% | -16.7% | +24.9% | +12.7% |
| 6M | +3.6% | +5.9% | -2.3% | +1.2% |
| YTD | +16.2% | -22.4% | +38.6% | +22.6% |
| 1Y | +12.8% | -10.1% | +22.9% | +14.2% |
| 3Y | +66.5% | -22.8% | +89.3% | +71.0% |
| 5Y | +53.8% | -41.4% | +95.2% | +68.2% |
| 10Y | +182.5% | +41.3% | +141.3% | +143.2% |
| All | +182.5% | +38.3% | +144.2% | +143.2% |
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