+134.0%
BP vs LNT
+148.3%
-14.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | +5.7% | -1.1% | +6.8% | +6.1% |
| 30D | +8.1% | -1.9% | +10.0% | +8.7% |
| 3M | +8.6% | -7.2% | +15.8% | +10.9% |
| 6M | +18.1% | -3.9% | +22.0% | +19.1% |
| YTD | +37.6% | +5.9% | +31.7% | +34.4% |
| 1Y | +39.4% | +8.4% | +31.0% | +35.0% |
| 3Y | +40.1% | +46.6% | -6.5% | +21.5% |
| 5Y | +141.3% | +32.4% | +108.9% | +113.4% |
| All | +134.0% | +148.3% | -14.2% | +86.4% |
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