-1.9%
BDX vs LNT
+31.4%
-33.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -3.2% | -1.0% | -2.1% | -2.7% |
| 30D | -2.5% | -4.2% | +1.7% | -0.7% |
| 3M | +21.4% | -6.7% | +28.1% | +25.1% |
| 6M | +10.4% | -3.6% | +14.0% | +11.9% |
| YTD | +18.8% | +5.9% | +13.0% | +15.3% |
| 1Y | +21.7% | +7.3% | +14.4% | +17.2% |
| 3Y | -10.0% | +46.5% | -56.4% | -25.4% |
| All | -1.9% | +31.4% | -33.3% | -15.8% |
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