+668.0%
BE vs LNT
+127.3%
+540.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.4% | -5.2% |
| 7D | +10.8% | +1.0% | +9.8% | +10.4% |
| 30D | -19.8% | +9.6% | -29.4% | -23.4% |
| 3M | -18.7% | +5.4% | -24.1% | -20.9% |
| 6M | -33.7% | +3.1% | -36.9% | -35.5% |
| YTD | +121.0% | +16.5% | +104.5% | +101.0% |
| 1Y | +85.4% | +12.3% | +73.1% | +71.6% |
| 3Y | +1,709.5% | +70.3% | +1,639.2% | +1,248.2% |
| 5Y | +462.2% | +56.4% | +405.8% | +333.9% |
| All | +668.0% | +127.3% | +540.6% | +620.2% |
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