+7.3%
LNT vs BTG
+25.2%
-18.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -1.0% | -3.8% | +2.7% | -1.0% |
| 30D | -4.2% | +3.6% | -7.9% | -4.4% |
| 3M | -6.7% | +32.0% | -38.7% | -7.4% |
| 6M | -3.6% | +3.4% | -6.9% | -3.8% |
| YTD | +5.9% | +20.8% | -14.9% | +4.3% |
| 1Y | +7.3% | +22.4% | -15.2% | +3.2% |
| All | +7.3% | +25.2% | -18.0% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling