+144.1%
LNT vs BLDR
+372.1%
-228.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.5% |
| 7D | -1.1% | -8.1% | +7.0% | -0.3% |
| 30D | -1.9% | -21.5% | +19.5% | +0.2% |
| 3M | -7.2% | -21.0% | +13.8% | -5.4% |
| 6M | -3.9% | -37.1% | +33.2% | -0.3% |
| YTD | +5.9% | -42.7% | +48.6% | +10.5% |
| 1Y | +8.4% | -58.0% | +66.3% | +16.3% |
| 3Y | +46.6% | -57.8% | +104.4% | +54.1% |
| 5Y | +32.4% | +10.3% | +22.2% | +22.8% |
| All | +144.1% | +372.1% | -228.0% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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