+1,655.9%
BMY vs LNT
+3,435.0%
-1,779.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +1.8% | +1.6% | +0.2% | +1.3% |
| 30D | +6.2% | +12.1% | -5.8% | +2.3% |
| 3M | -2.1% | +8.2% | -10.3% | -4.8% |
| 6M | +14.3% | +3.6% | +10.6% | +12.8% |
| YTD | +21.6% | +16.2% | +5.4% | +15.4% |
| 1Y | +38.8% | +12.8% | +26.0% | +33.0% |
| 3Y | +42.9% | +66.5% | -23.6% | +20.0% |
| 5Y | +30.1% | +53.8% | -23.8% | +10.6% |
| 10Y | +58.2% | +182.5% | -124.3% | +7.2% |
| All | +1,655.9% | +3,435.0% | -1,779.1% | +413.2% |
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 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