+60.1%
BMY vs LNT
+186.9%
-126.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | +2.1% | +1.0% | +1.0% | +1.7% |
| 30D | +7.0% | +9.6% | -2.6% | +3.6% |
| 3M | -0.9% | +5.4% | -6.3% | -2.7% |
| 6M | +14.9% | +3.1% | +11.8% | +13.6% |
| YTD | +22.8% | +16.5% | +6.3% | +16.3% |
| 1Y | +36.2% | +12.3% | +23.9% | +30.6% |
| 3Y | +45.7% | +70.3% | -24.6% | +21.1% |
| 5Y | +31.3% | +56.4% | -25.1% | +10.6% |
| All | +60.1% | +186.9% | -126.8% | +20.9% |
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