+183.1%
LNT vs BB
+21.8%
+161.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.6% |
| 7D | +1.0% | +1.8% | -0.8% | +1.0% |
| 30D | +9.6% | +8.1% | +1.5% | +9.3% |
| 3M | +5.4% | -1.0% | +6.4% | +5.2% |
| 6M | +3.1% | +45.9% | -42.8% | +1.4% |
| YTD | +16.5% | +134.8% | -118.4% | +12.6% |
| 1Y | +12.3% | +104.6% | -92.3% | +9.0% |
| 3Y | +70.3% | +152.8% | -82.5% | +62.1% |
| 5Y | +56.4% | -17.4% | +73.9% | +52.3% |
| All | +183.1% | +21.8% | +161.3% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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