+32.2%
LNT vs COO
-39.5%
+71.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.7% | +1.5% |
| 7D | +1.0% | -2.3% | +3.3% | +1.5% |
| 30D | -1.1% | -8.8% | +7.7% | +0.8% |
| 3M | -3.6% | +1.3% | -4.9% | -4.1% |
| 6M | -2.7% | -11.6% | +8.9% | -0.5% |
| YTD | +8.0% | -17.4% | +25.4% | +11.9% |
| 1Y | +10.5% | -1.6% | +12.0% | +9.6% |
| 3Y | +49.6% | -22.6% | +72.2% | +53.7% |
| 5Y | +32.2% | -40.3% | +72.6% | +35.4% |
| All | +32.2% | -39.5% | +71.7% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling