+950.6%
BX vs LNT
+611.4%
+339.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.2% |
| 7D | -2.0% | +1.0% | -3.0% | -2.6% |
| 30D | -2.3% | -1.1% | -1.2% | -1.7% |
| 3M | +18.5% | -3.6% | +22.1% | +20.9% |
| 6M | +23.7% | -2.7% | +26.4% | +24.9% |
| YTD | -10.4% | +8.0% | -18.4% | -16.0% |
| 1Y | -19.6% | +10.5% | -30.0% | -25.9% |
| 3Y | +30.8% | +49.6% | -18.8% | -3.8% |
| 5Y | +24.3% | +32.2% | -7.9% | -2.2% |
| 10Y | +679.5% | +141.8% | +537.7% | +263.9% |
| All | +950.6% | +611.4% | +339.2% | +71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling