+47.8%
LNT vs BLDR
-56.4%
+104.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -1.0% |
| 7D | +0.2% | -2.7% | +2.9% | +0.3% |
| 30D | -0.5% | -14.7% | +14.2% | +0.5% |
| 3M | -5.5% | -20.8% | +15.3% | -4.2% |
| 6M | -3.8% | -35.3% | +31.5% | -1.2% |
| YTD | +6.8% | -40.3% | +47.2% | +10.0% |
| 1Y | +9.3% | -56.3% | +65.6% | +15.2% |
| All | +47.8% | -56.4% | +104.2% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling