-33.3%
BAX vs LNT
+185.4%
-218.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.0% |
| 7D | +0.4% | -0.5% | +0.9% | +0.6% |
| 30D | +3.4% | +9.9% | -6.5% | -0.8% |
| 3M | -4.5% | +4.8% | -9.2% | -6.5% |
| 6M | +44.0% | +2.2% | +41.8% | +42.5% |
| YTD | +34.9% | +15.9% | +19.0% | +26.1% |
| 1Y | +37.9% | +10.6% | +27.4% | +31.5% |
| 3Y | -17.1% | +66.1% | -83.2% | -34.2% |
| 5Y | -64.3% | +55.6% | -119.9% | -71.2% |
| All | -33.3% | +185.4% | -218.7% | -54.5% |
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