+911.5%
BE vs LNT
+108.8%
+802.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +20.0% | -0.1% | +20.1% | +20.0% |
| 30D | +7.9% | -3.2% | +11.1% | +9.6% |
| 3M | -13.2% | -4.1% | -9.1% | -12.7% |
| 6M | +53.5% | -4.6% | +58.0% | +54.8% |
| YTD | +191.0% | +7.0% | +184.0% | +175.9% |
| 1Y | +360.5% | +8.3% | +352.2% | +332.2% |
| 3Y | +1,568.0% | +51.0% | +1,517.0% | +1,218.8% |
| 5Y | +1,055.2% | +30.2% | +1,025.0% | +865.9% |
| All | +911.5% | +108.8% | +802.7% | +888.5% |
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