+31.6%
LNT vs BBWI
-68.8%
+100.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.3% | +5.2% | -0.8% |
| 7D | +0.2% | -4.4% | +4.6% | +0.4% |
| 30D | -0.5% | -7.4% | +6.9% | -0.2% |
| 3M | -5.5% | -2.2% | -3.3% | -5.6% |
| 6M | -3.8% | -16.3% | +12.5% | -3.3% |
| YTD | +6.8% | -9.1% | +16.0% | +6.8% |
| 1Y | +9.3% | -34.5% | +43.8% | +11.2% |
| 3Y | +47.9% | -47.0% | +94.9% | +50.1% |
| 5Y | +31.6% | -68.8% | +100.4% | +29.0% |
| All | +31.6% | -68.8% | +100.4% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling