-36.9%
BAX vs LNT
+140.9%
-177.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.4% |
| 7D | -5.1% | +0.2% | -5.3% | -5.2% |
| 30D | -12.2% | -0.5% | -11.7% | -12.0% |
| 3M | +21.8% | -5.5% | +27.3% | +24.7% |
| 6M | +36.3% | -3.8% | +40.1% | +38.5% |
| YTD | +27.8% | +6.8% | +21.0% | +23.9% |
| 1Y | -0.1% | +9.3% | -9.4% | -4.2% |
| 3Y | -33.3% | +47.9% | -81.2% | -44.4% |
| 5Y | -67.1% | +31.6% | -98.7% | -71.4% |
| 10Y | -36.9% | +150.1% | -187.1% | -55.7% |
| All | -36.9% | +140.9% | -177.8% | -55.7% |
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