+258.5%
BN vs LNT
+148.3%
+110.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -5.2% | -1.0% | -4.1% | -4.7% |
| 30D | -14.5% | -4.2% | -10.2% | -12.5% |
| 3M | -15.0% | -6.7% | -8.3% | -12.0% |
| 6M | -5.4% | -3.6% | -1.8% | -4.1% |
| YTD | -16.4% | +5.9% | -22.3% | -19.9% |
| 1Y | -16.2% | +7.3% | -23.5% | -20.4% |
| 3Y | +67.5% | +46.5% | +21.0% | +32.2% |
| 5Y | +34.1% | +32.5% | +1.7% | +10.3% |
| All | +258.5% | +148.3% | +110.1% | +126.5% |
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