+1,821.9%
BA vs LNT
+3,155.8%
-1,333.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | +1.2% | -0.1% | +1.2% | +1.2% |
| 30D | -11.6% | -3.2% | -8.5% | -10.4% |
| 3M | -2.4% | -4.1% | +1.7% | -0.9% |
| 6M | -6.6% | -4.6% | -2.1% | -5.1% |
| YTD | -2.2% | +7.0% | -9.2% | -5.4% |
| 1Y | -8.0% | +8.3% | -16.3% | -11.6% |
| 3Y | -5.0% | +51.0% | -56.0% | -22.2% |
| 5Y | -2.7% | +30.2% | -32.9% | -16.3% |
| 10Y | +75.9% | +143.6% | -67.7% | +17.1% |
| All | +1,821.9% | +3,155.8% | -1,333.9% | +405.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling