+290.2%
BN vs LNT
+186.9%
+103.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.9% |
| 7D | -1.0% | +1.0% | -2.0% | -1.5% |
| 30D | +14.0% | +9.6% | +4.4% | +8.5% |
| 3M | -9.0% | +5.4% | -14.4% | -11.6% |
| 6M | -8.8% | +3.1% | -11.9% | -10.7% |
| YTD | -10.3% | +16.5% | -26.7% | -18.3% |
| 1Y | -5.8% | +12.3% | -18.1% | -12.5% |
| 3Y | +94.8% | +70.3% | +24.5% | +41.0% |
| 5Y | +31.5% | +56.4% | -24.9% | -1.4% |
| All | +290.2% | +186.9% | +103.3% | +134.8% |
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