+47.2%
BP vs LNT
+67.8%
-20.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.5% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | -3.1% | +11.6% | -14.8% | -4.8% |
| 3M | +6.2% | +8.2% | -2.0% | +4.8% |
| 6M | +4.8% | +3.1% | +1.7% | +4.2% |
| YTD | +35.2% | +16.8% | +18.4% | +30.9% |
| 1Y | +27.4% | +11.6% | +15.8% | +24.5% |
| All | +47.2% | +67.8% | -20.6% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling