+76.2%
BND vs LNT
+521.8%
-445.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | +0.1% | +1.0% | -0.9% | +0.1% |
| 30D | -0.4% | -1.1% | +0.7% | -0.3% |
| 3M | -0.2% | -3.6% | +3.4% | -0.1% |
| 6M | -1.2% | -2.7% | +1.5% | -1.1% |
| YTD | -0.3% | +8.0% | -8.3% | -0.6% |
| 1Y | +0.4% | +10.5% | -10.1% | 0.0% |
| 3Y | +13.4% | +49.6% | -36.2% | +11.9% |
| 5Y | -1.5% | +32.2% | -33.7% | -2.6% |
| 10Y | +15.5% | +141.8% | -126.3% | +13.3% |
| All | +76.2% | +521.8% | -445.6% | +69.9% |
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