+1,749.1%
BMY vs LNT
+3,155.8%
-1,406.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.9% |
| 7D | +0.4% | -0.1% | +0.4% | +0.4% |
| 30D | +5.0% | -3.2% | +8.2% | +6.1% |
| 3M | +19.4% | -4.1% | +23.5% | +21.0% |
| 6M | +9.5% | -4.6% | +14.1% | +11.1% |
| YTD | +28.1% | +7.0% | +21.1% | +25.0% |
| 1Y | +50.0% | +8.3% | +41.7% | +45.7% |
| 3Y | +24.1% | +51.0% | -26.9% | +7.5% |
| 5Y | +25.0% | +30.2% | -5.2% | +12.3% |
| 10Y | +68.7% | +143.6% | -74.9% | +19.7% |
| All | +1,749.1% | +3,155.8% | -1,406.7% | +455.7% |
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