+31.6%
LNT vs BAH
-3.7%
+35.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +0.2% | -1.3% | +1.5% | +0.3% |
| 30D | -0.5% | -6.6% | +6.1% | +0.2% |
| 3M | -5.5% | -7.2% | +1.6% | -5.0% |
| 6M | -3.8% | -10.0% | +6.2% | -3.2% |
| YTD | +6.8% | -12.5% | +19.3% | +7.3% |
| 1Y | +9.3% | -27.9% | +37.2% | +12.5% |
| 3Y | +47.9% | -31.4% | +79.3% | +45.9% |
| 5Y | +31.6% | -3.2% | +34.8% | +17.4% |
| All | +31.6% | -3.7% | +35.3% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling