+589.2%
LNT vs BAH
+1,077.1%
-487.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -0.2% | -1.6% | +1.4% | +0.1% |
| 30D | +11.6% | +18.0% | -6.4% | +8.3% |
| 3M | +8.2% | +11.4% | -3.3% | +5.8% |
| 6M | +3.1% | +17.7% | -14.5% | -0.6% |
| YTD | +16.8% | +5.4% | +11.4% | +13.8% |
| 1Y | +11.6% | +2.8% | +8.9% | +9.1% |
| 3Y | +67.4% | -26.7% | +94.0% | +70.1% |
| 5Y | +56.8% | +8.1% | +48.7% | +43.9% |
| 10Y | +185.0% | +202.5% | -17.5% | +116.4% |
| All | +589.2% | +1,077.1% | -487.8% | +282.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling