+3.1%
BTDR vs LNT
+8.1%
-5.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +4.0% | +3.9% |
| 7D | +20.0% | -0.1% | +20.0% | +19.9% |
| 30D | +11.9% | -3.2% | +15.1% | +9.7% |
| 3M | -36.9% | -4.1% | -32.9% | -39.0% |
| 6M | +56.5% | -4.6% | +61.1% | +50.2% |
| YTD | +10.4% | +7.0% | +3.4% | -0.8% |
| 1Y | +3.1% | +8.3% | -5.2% | -0.3% |
| All | +3.1% | +8.1% | -5.0% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling