+144.2%
LNT vs BBWI
-55.0%
+199.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.4% | -0.4% |
| 7D | -1.0% | -4.8% | +3.8% | -0.7% |
| 30D | -4.2% | +3.5% | -7.7% | -4.6% |
| 3M | -6.7% | -0.3% | -6.4% | -6.9% |
| 6M | -3.6% | -5.4% | +1.8% | -3.7% |
| YTD | +5.9% | -4.7% | +10.6% | +5.5% |
| 1Y | +7.3% | -30.5% | +37.7% | +8.7% |
| 3Y | +46.5% | -44.3% | +90.8% | +48.5% |
| 5Y | +32.5% | -66.9% | +99.3% | +37.1% |
| All | +144.2% | -55.0% | +199.1% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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