+1,401.6%
BP vs LNT
+3,425.8%
-2,024.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | +2.5% | -0.5% | +3.0% | +2.7% |
| 30D | -5.6% | +9.9% | -15.5% | -9.1% |
| 3M | +8.0% | +4.8% | +3.2% | +5.8% |
| 6M | +5.7% | +2.2% | +3.5% | +4.2% |
| YTD | +36.8% | +15.9% | +21.0% | +28.2% |
| 1Y | +30.7% | +10.6% | +20.2% | +24.7% |
| 3Y | +51.6% | +66.1% | -14.5% | +21.6% |
| 5Y | +112.2% | +55.6% | +56.6% | +70.9% |
| 10Y | +138.6% | +182.8% | -44.2% | +46.5% |
| All | +1,401.6% | +3,425.8% | -2,024.3% | +331.2% |
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