-16.6%
BX vs LNT
+8.1%
-24.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | +0.1% | -3.2% | +3.3% | +0.3% |
| 3M | +16.0% | -4.1% | +20.1% | +16.2% |
| 6M | +21.6% | -4.6% | +26.2% | +21.9% |
| YTD | -8.9% | +7.0% | -15.9% | -10.5% |
| 1Y | -16.6% | +8.3% | -24.9% | -15.9% |
| All | -16.6% | +8.1% | -24.7% | -15.9% |
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 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