+23.3%
BA vs LNT
+186.9%
-163.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | -1.1% | +1.0% | -2.1% | -1.6% |
| 30D | -7.1% | +9.6% | -16.7% | -11.4% |
| 3M | -25.5% | +5.4% | -30.9% | -27.6% |
| 6M | -28.7% | +3.1% | -31.8% | -30.2% |
| YTD | -21.0% | +16.5% | -37.5% | -27.5% |
| 1Y | -11.9% | +12.3% | -24.2% | -17.7% |
| 3Y | -16.2% | +70.3% | -86.5% | -39.2% |
| 5Y | -22.4% | +56.4% | -78.8% | -42.7% |
| All | +23.3% | +186.9% | -163.6% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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