+181.6%
LNT vs BAH
+199.5%
-17.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -0.5% | -2.6% | +2.0% | -0.1% |
| 30D | +9.9% | +20.4% | -10.4% | +6.0% |
| 3M | +4.8% | +11.9% | -7.1% | +2.3% |
| 6M | +2.2% | +17.1% | -15.0% | -1.7% |
| YTD | +15.9% | +5.5% | +10.3% | +12.6% |
| 1Y | +10.6% | +5.6% | +4.9% | +7.2% |
| 3Y | +66.1% | -26.5% | +92.6% | +68.3% |
| 5Y | +55.6% | +6.5% | +49.1% | +38.1% |
| All | +181.6% | +199.5% | -17.9% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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