+1,165.0%
LNT vs BG
+1,185.2%
-20.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.4% | +0.1% |
| 7D | +1.0% | +2.4% | -1.3% | +0.6% |
| 30D | -1.1% | +15.0% | -16.1% | -3.7% |
| 3M | -3.6% | -0.7% | -2.9% | -3.8% |
| 6M | -2.7% | +7.5% | -10.2% | -4.5% |
| YTD | +8.0% | +41.6% | -33.6% | +0.6% |
| 1Y | +10.5% | +50.7% | -40.2% | +1.4% |
| 3Y | +49.6% | +20.3% | +29.3% | +41.5% |
| 5Y | +32.2% | +85.2% | -53.0% | +13.2% |
| 10Y | +141.8% | +160.6% | -18.9% | +84.3% |
| All | +1,165.0% | +1,185.2% | -20.2% | +703.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 all: compounded portfolio wealth divided by compounded BG 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…
all analysis · Full analysis span regression · 6 months rolling