+1,383.2%
BP vs LNT
+3,453.4%
-2,070.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | -3.1% | +11.6% | -14.8% | -7.3% |
| 3M | +6.2% | +8.2% | -2.0% | +2.7% |
| 6M | +4.8% | +3.1% | +1.7% | +3.0% |
| YTD | +35.2% | +16.8% | +18.4% | +26.3% |
| 1Y | +27.4% | +11.6% | +15.8% | +21.1% |
| 3Y | +49.8% | +67.4% | -17.6% | +19.7% |
| 5Y | +109.4% | +56.8% | +52.6% | +68.2% |
| 10Y | +135.7% | +185.0% | -49.3% | +44.3% |
| All | +1,383.2% | +3,453.4% | -2,070.1% | +324.7% |
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