+51.8%
LNT vs PCOR
-10.0%
+61.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +4.7% | +23.7% | -19.0% | +4.2% |
| 30D | +13.0% | +39.0% | -26.0% | +12.1% |
| 3M | +5.4% | +35.8% | -30.3% | +4.6% |
| 6M | +2.0% | +38.2% | -36.2% | +1.2% |
| YTD | +16.5% | +3.9% | +12.6% | +16.3% |
| 1Y | +13.3% | +5.7% | +7.6% | +13.0% |
| 3Y | +58.7% | +44.8% | +13.9% | +55.5% |
| 5Y | +53.3% | -19.8% | +73.1% | +47.7% |
| All | +51.8% | -10.0% | +61.8% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling