+531.5%
LNT vs BAH
+886.2%
-354.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.2% |
| 7D | -0.1% | -3.2% | +3.2% | +0.5% |
| 30D | -3.2% | +2.0% | -5.2% | -3.6% |
| 3M | -4.1% | -7.6% | +3.6% | -3.0% |
| 6M | -4.6% | -5.7% | +1.1% | -4.3% |
| YTD | +7.0% | -11.7% | +18.7% | +7.9% |
| 1Y | +8.3% | -27.4% | +35.7% | +13.1% |
| 3Y | +51.0% | -32.5% | +83.5% | +55.1% |
| 5Y | +30.2% | -3.3% | +33.5% | +21.7% |
| 10Y | +143.6% | +186.0% | -42.4% | +87.5% |
| All | +531.5% | +886.2% | -354.7% | +262.7% |
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