+19.6%
BTDR vs LNT
+33.5%
-13.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -3.4% | -1.0% | -2.3% | -3.3% |
| 30D | +32.6% | -4.2% | +36.8% | +33.3% |
| 3M | -32.2% | -6.7% | -25.6% | -31.9% |
| 6M | +52.4% | -3.6% | +55.9% | +51.8% |
| YTD | +6.7% | +5.9% | +0.8% | +3.7% |
| 1Y | -15.2% | +7.3% | -22.5% | -17.7% |
| 3Y | +14.9% | +46.5% | -31.6% | +7.0% |
| 5Y | +20.8% | +32.5% | -11.7% | +13.4% |
| All | +19.6% | +33.5% | -13.9% | +11.8% |
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