+8.3%
LNT vs BWA
+59.1%
-50.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | 0.0% |
| 7D | -0.1% | +5.7% | -5.8% | 0.0% |
| 30D | -3.2% | +1.4% | -4.6% | -3.1% |
| 3M | -4.1% | -12.1% | +8.0% | -3.8% |
| 6M | -4.6% | +28.6% | -33.1% | -5.1% |
| YTD | +7.0% | +51.1% | -44.1% | +4.5% |
| 1Y | +8.3% | +55.9% | -47.6% | +5.4% |
| All | +8.3% | +59.1% | -50.8% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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