+1,376.8%
BAC vs LNT
+3,155.8%
-1,779.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | -0.4% | -3.2% | +2.8% | +1.2% |
| 3M | +16.9% | -4.1% | +21.0% | +19.1% |
| 6M | +26.6% | -4.6% | +31.2% | +28.9% |
| YTD | +15.8% | +7.0% | +8.8% | +10.9% |
| 1Y | +27.2% | +8.3% | +18.9% | +20.9% |
| 3Y | +132.4% | +51.0% | +81.4% | +84.1% |
| 5Y | +72.6% | +30.2% | +42.4% | +44.4% |
| 10Y | +389.7% | +143.6% | +246.1% | +184.4% |
| All | +1,376.8% | +3,155.8% | -1,779.0% | +189.3% |
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