+18.4%
BROS vs LNT
+34.1%
-15.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.1% |
| 7D | -6.1% | -1.1% | -5.0% | -5.8% |
| 30D | -12.4% | -1.9% | -10.4% | -11.9% |
| 3M | -27.9% | -7.2% | -20.8% | -26.5% |
| 6M | -16.8% | -3.9% | -12.9% | -16.1% |
| YTD | -29.0% | +5.9% | -34.9% | -30.4% |
| 1Y | -33.2% | +8.4% | -41.6% | -35.0% |
| 3Y | +56.8% | +46.6% | +10.2% | +37.5% |
| All | +18.4% | +34.1% | -15.7% | +8.4% |
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