-66.9%
BAX vs LNT
+35.5%
-102.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -4.1% |
| 7D | -2.4% | +1.0% | -3.4% | -2.9% |
| 30D | -9.7% | -1.1% | -8.6% | -9.4% |
| 3M | +29.3% | -3.6% | +32.9% | +31.3% |
| 6M | +40.7% | -2.7% | +43.3% | +42.3% |
| YTD | +30.3% | +8.0% | +22.3% | +25.9% |
| 1Y | +3.4% | +10.5% | -7.1% | -1.1% |
| 3Y | -32.0% | +49.6% | -81.6% | -43.3% |
| 5Y | -66.9% | +32.2% | -99.1% | -71.6% |
| All | -66.9% | +35.5% | -102.3% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling