+49.6%
LNT vs BBWI
-44.4%
+94.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.1% | +1.1% |
| 7D | +1.0% | +1.6% | -0.5% | +0.9% |
| 30D | -1.1% | -6.2% | +5.1% | -0.8% |
| 3M | -3.6% | +4.3% | -7.9% | -4.0% |
| 6M | -2.7% | -7.2% | +4.5% | -2.6% |
| YTD | +8.0% | -3.0% | +11.0% | +7.6% |
| 1Y | +10.5% | -30.8% | +41.2% | +12.4% |
| 3Y | +49.6% | -43.4% | +93.0% | +46.8% |
| All | +49.6% | -44.4% | +94.0% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling