+33.2%
LNT vs COPX
+163.4%
-130.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.0% | -2.3% | +1.3% | -0.9% |
| 30D | -4.2% | +0.3% | -4.5% | -4.3% |
| 3M | -6.7% | +6.8% | -13.5% | -7.2% |
| 6M | -3.6% | +7.9% | -11.5% | -4.6% |
| YTD | +5.9% | +23.7% | -17.9% | +3.1% |
| 1Y | +7.3% | +71.5% | -64.3% | +0.9% |
| 3Y | +46.5% | +149.1% | -102.6% | +29.8% |
| All | +33.2% | +163.4% | -130.1% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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