+233.0%
BAC vs LNT
+184.1%
+49.0%
-48.9%
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% | -0.2% |
| 7D | -1.9% | -0.2% | -1.7% | -1.8% |
| 30D | -7.2% | +11.6% | -18.8% | -11.5% |
| 3M | -20.4% | +8.2% | -28.6% | -23.1% |
| 6M | +1.3% | +3.1% | -1.9% | -0.4% |
| YTD | -6.4% | +16.8% | -23.2% | -13.3% |
| 1Y | -3.5% | +11.6% | -15.1% | -8.8% |
| 3Y | +96.7% | +67.4% | +29.3% | +53.1% |
| 5Y | +20.6% | +56.8% | -36.2% | -5.2% |
| 10Y | +233.0% | +185.0% | +48.0% | +188.9% |
| All | +233.0% | +184.1% | +49.0% | +188.9% |
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