+25.2%
BMY vs LNT
+31.6%
-6.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | -4.8% | +0.2% | -5.0% | -4.9% |
| 30D | -0.7% | -0.5% | -0.2% | -0.5% |
| 3M | +15.3% | -5.5% | +20.8% | +17.7% |
| 6M | +8.5% | -3.8% | +12.3% | +10.0% |
| YTD | +23.4% | +6.8% | +16.6% | +20.4% |
| 1Y | +42.9% | +9.3% | +33.6% | +38.1% |
| 3Y | +22.0% | +47.9% | -26.0% | +6.2% |
| All | +25.2% | +31.6% | -6.4% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling