s="o">+</span> <span class="s2">&quot;_day_lg_return&quot;</span><span class="p">)]</span> \
                    <span class="o">=</span> <span class="n">log_returns</span><span class="p">(</span><span class="n">df</span><span class="p">[</span><span class="n">col</span><span class="p">],</span> <span class="n">lag</span><span class="o">=</span><span class="n">lag</span><span class="p">)</span>
                <span class="n">df_full</span><span class="o">.</span><span class="n">dropna</span><span class="p"