+144.2%
LNT vs BB
+1.6%
+142.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | -1.0% | -0.4% | -0.7% | -1.0% |
| 30D | -4.2% | -12.5% | +8.3% | -3.9% |
| 3M | -6.7% | -17.4% | +10.8% | -6.4% |
| 6M | -3.6% | +119.1% | -122.7% | -6.5% |
| YTD | +5.9% | +102.4% | -96.5% | +2.9% |
| 1Y | +7.3% | +98.2% | -90.9% | +4.1% |
| 3Y | +46.5% | +46.9% | -0.5% | +41.8% |
| 5Y | +32.5% | -26.4% | +58.9% | +29.5% |
| All | +144.2% | +1.6% | +142.6% | +113.9% |
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