+14.8%
BND vs LNT
+148.3%
-133.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.0% | -1.0% | 0.0% | -0.9% |
| 30D | -1.1% | -4.2% | +3.1% | -0.9% |
| 3M | -1.9% | -6.7% | +4.8% | -1.5% |
| 6M | -1.6% | -3.6% | +1.9% | -1.5% |
| YTD | -1.2% | +5.9% | -7.1% | -1.7% |
| 1Y | -0.7% | +7.3% | -8.0% | -1.3% |
| 3Y | +12.5% | +46.5% | -34.0% | +9.6% |
| 5Y | -2.5% | +32.5% | -35.0% | -4.8% |
| All | +14.8% | +148.3% | -133.5% | +7.7% |
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 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