+934.0%
BE vs LNT
+106.6%
+827.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.6% |
| 7D | +9.7% | -1.1% | +10.8% | +10.4% |
| 30D | +22.4% | -1.9% | +24.3% | +23.7% |
| 3M | +10.4% | -7.2% | +17.5% | +13.0% |
| 6M | +67.9% | -3.9% | +71.8% | +68.8% |
| YTD | +197.5% | +5.9% | +191.6% | +183.6% |
| 1Y | +310.6% | +8.4% | +302.2% | +285.0% |
| 3Y | +1,657.2% | +46.6% | +1,610.6% | +1,309.0% |
| 5Y | +1,218.2% | +32.4% | +1,185.7% | +994.3% |
| All | +934.0% | +106.6% | +827.4% | +916.0% |
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