+31.6%
LNT vs BWA
+89.5%
-57.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.0% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -0.5% | -5.6% | +5.0% | 0.0% |
| 3M | -5.5% | -10.7% | +5.2% | -4.6% |
| 6M | -3.8% | +23.2% | -27.0% | -6.6% |
| YTD | +6.8% | +46.0% | -39.2% | +0.9% |
| 1Y | +9.3% | +51.2% | -41.9% | +2.6% |
| 3Y | +47.9% | +69.6% | -21.6% | +34.8% |
| 5Y | +31.6% | +86.6% | -55.0% | +16.3% |
| All | +31.6% | +89.5% | -57.9% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling