+183.1%
LNT vs BWA
+94.2%
+88.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +1.0% | +4.3% | -3.2% | +0.6% |
| 30D | +9.6% | -13.0% | +22.6% | +11.0% |
| 3M | +5.4% | -24.8% | +30.2% | +8.2% |
| 6M | +3.1% | -23.5% | +26.6% | +5.3% |
| YTD | +16.5% | +13.8% | +2.6% | +13.2% |
| 1Y | +12.3% | +13.4% | -1.1% | +9.1% |
| 3Y | +70.3% | +62.8% | +7.5% | +57.0% |
| 5Y | +56.4% | +28.5% | +27.9% | +45.8% |
| All | +183.1% | +94.2% | +88.9% | +143.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling