+50.3%
LNT vs PCOR
-10.3%
+60.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | +1.4% | +22.7% | -21.3% | +0.9% |
| 30D | +12.3% | +37.5% | -25.2% | +11.5% |
| 3M | +5.3% | +35.2% | -29.9% | +4.5% |
| 6M | +2.0% | +42.2% | -40.2% | +1.1% |
| YTD | +15.3% | +3.6% | +11.7% | +15.1% |
| 1Y | +12.3% | -4.8% | +17.0% | +12.4% |
| 3Y | +59.1% | +48.3% | +10.7% | +55.8% |
| 5Y | +51.7% | -20.1% | +71.8% | +46.2% |
| All | +50.3% | -10.3% | +60.6% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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