+9.3%
LNT vs COO
-7.1%
+16.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.2% | +5.1% | -0.5% |
| 7D | +0.2% | -9.0% | +9.1% | +1.1% |
| 30D | -0.5% | -16.8% | +16.3% | +1.3% |
| 3M | -5.5% | -7.5% | +2.0% | -4.8% |
| 6M | -3.8% | -16.3% | +12.5% | -3.5% |
| YTD | +6.8% | -22.5% | +29.4% | +7.3% |
| 1Y | +9.3% | -7.0% | +16.3% | +8.8% |
| All | +9.3% | -7.1% | +16.4% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling