+406.7%
BNY vs LNT
+148.3%
+258.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.3% | -1.0% | -0.3% | -1.0% |
| 30D | -0.2% | -4.2% | +4.1% | +1.4% |
| 3M | +14.9% | -6.7% | +21.6% | +17.5% |
| 6M | +40.0% | -3.6% | +43.6% | +41.1% |
| YTD | +42.0% | +5.9% | +36.1% | +37.8% |
| 1Y | +56.9% | +7.3% | +49.6% | +51.3% |
| 3Y | +289.9% | +46.5% | +243.4% | +231.2% |
| 5Y | +259.2% | +32.5% | +226.7% | +212.9% |
| All | +406.7% | +148.3% | +258.4% | +317.0% |
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