+71.4%
BTI vs LNT
+148.3%
-76.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.2% | -1.0% | +0.8% | +0.2% |
| 30D | -1.1% | -4.2% | +3.2% | +0.5% |
| 3M | -8.8% | -6.7% | -2.1% | -6.4% |
| 6M | -4.0% | -3.6% | -0.4% | -2.6% |
| YTD | +0.4% | +5.9% | -5.5% | -1.7% |
| 1Y | +1.9% | +7.3% | -5.3% | -0.7% |
| 3Y | +108.5% | +46.5% | +62.0% | +79.9% |
| 5Y | +118.5% | +32.5% | +86.1% | +92.9% |
| All | +71.4% | +148.3% | -76.9% | +17.9% |
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