+651.2%
LNT vs BTG
+385.9%
+265.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.7% | -1.2% |
| 7D | +0.2% | +2.4% | -2.2% | +0.1% |
| 30D | -0.5% | +9.5% | -10.0% | -1.0% |
| 3M | -5.5% | +38.5% | -44.0% | -7.2% |
| 6M | -3.8% | +5.6% | -9.5% | -4.5% |
| YTD | +6.8% | +23.9% | -17.1% | +5.0% |
| 1Y | +9.3% | +32.1% | -22.8% | +6.8% |
| 3Y | +47.9% | +103.2% | -55.3% | +40.4% |
| 5Y | +31.6% | +79.7% | -48.1% | +24.9% |
| 10Y | +150.1% | +159.1% | -9.0% | +129.8% |
| All | +651.2% | +385.9% | +265.3% | +581.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling