-99.9%
DFNS vs LNT
+63.0%
-162.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +0.8% |
| 7D | -3.3% | -1.1% | -2.2% | -4.3% |
| 30D | -73.1% | -1.9% | -71.2% | -73.5% |
| 3M | -71.4% | -7.2% | -64.2% | -72.1% |
| 6M | -93.8% | -3.9% | -89.9% | -93.9% |
| YTD | -98.0% | +5.9% | -103.9% | -97.9% |
| 1Y | -98.2% | +8.4% | -106.5% | -98.0% |
| 3Y | -99.9% | +46.6% | -146.5% | -99.9% |
| 5Y | -99.9% | +32.4% | -132.3% | -99.8% |
| All | -99.9% | +63.0% | -162.9% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LNT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling