+144.2%
LNT vs BRO
+294.2%
-150.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.0% | -7.3% | +6.3% | +1.7% |
| 30D | -4.2% | -6.9% | +2.6% | -1.8% |
| 3M | -6.7% | +10.7% | -17.3% | -10.9% |
| 6M | -3.6% | -2.7% | -0.9% | -3.7% |
| YTD | +5.9% | -16.3% | +22.2% | +11.9% |
| 1Y | +7.3% | -29.1% | +36.3% | +21.0% |
| 3Y | +46.5% | -7.8% | +54.3% | +44.8% |
| 5Y | +32.5% | +18.7% | +13.7% | +12.2% |
| All | +144.2% | +294.2% | -150.1% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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