+60.7%
BMY vs LNT
+148.3%
-87.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -4.8% | -1.0% | -3.7% | -4.4% |
| 30D | -0.1% | -4.2% | +4.1% | +1.3% |
| 3M | +13.1% | -6.7% | +19.8% | +15.7% |
| 6M | +8.4% | -3.6% | +12.0% | +9.6% |
| YTD | +22.0% | +5.9% | +16.1% | +19.5% |
| 1Y | +40.3% | +7.3% | +33.0% | +36.8% |
| 3Y | +20.5% | +46.5% | -26.0% | +6.0% |
| 5Y | +23.7% | +32.5% | -8.7% | +10.9% |
| All | +60.7% | +148.3% | -87.6% | +29.9% |
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