+1,093.8%
BAC vs LNT
+3,453.4%
-2,359.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | -1.9% | -0.2% | -1.7% | -1.7% |
| 30D | -7.2% | +11.6% | -18.8% | -12.3% |
| 3M | -20.4% | +8.2% | -28.6% | -23.7% |
| 6M | +1.3% | +3.1% | -1.9% | -0.8% |
| YTD | -6.4% | +16.8% | -23.2% | -14.4% |
| 1Y | -3.5% | +11.6% | -15.1% | -9.7% |
| 3Y | +96.7% | +67.4% | +29.3% | +47.7% |
| 5Y | +20.6% | +56.8% | -36.2% | -8.3% |
| 10Y | +233.0% | +185.0% | +48.0% | +79.2% |
| All | +1,093.8% | +3,453.4% | -2,359.5% | +123.4% |
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