+144.1%
LNT vs BWA
+153.1%
-8.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | -1.9% | -5.5% | +3.5% | -1.4% |
| 3M | -7.2% | -7.6% | +0.4% | -6.6% |
| 6M | -3.9% | +25.0% | -28.9% | -6.7% |
| YTD | +5.9% | +47.0% | -41.1% | +0.4% |
| 1Y | +8.4% | +54.0% | -45.6% | +2.1% |
| 3Y | +46.6% | +70.7% | -24.1% | +34.9% |
| 5Y | +32.4% | +86.7% | -54.2% | +19.0% |
| All | +144.1% | +153.1% | -8.9% | +97.4% |
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 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