+875.9%
BAX vs LNT
+3,155.8%
-2,279.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | -1.1% | -0.1% | -1.1% | -1.1% |
| 30D | -5.5% | -3.2% | -2.3% | -4.5% |
| 3M | +33.5% | -4.1% | +37.6% | +35.4% |
| 6M | +35.9% | -4.6% | +40.4% | +38.0% |
| YTD | +35.4% | +7.0% | +28.4% | +32.0% |
| 1Y | +9.8% | +8.3% | +1.5% | +6.6% |
| 3Y | -32.7% | +51.0% | -83.7% | -41.9% |
| 5Y | -65.6% | +30.2% | -95.7% | -69.0% |
| 10Y | -34.9% | +143.6% | -178.5% | -52.6% |
| All | +875.9% | +3,155.8% | -2,279.9% | +225.3% |
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