-99.9%
DFNS vs LNT
+64.5%
-164.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -5.5% |
| 7D | +4.6% | +0.2% | +4.5% | +4.7% |
| 30D | -73.9% | -0.5% | -73.4% | -73.9% |
| 3M | -71.7% | -5.5% | -66.2% | -72.1% |
| 6M | -94.6% | -3.8% | -90.8% | -94.6% |
| YTD | -98.1% | +6.8% | -104.9% | -98.0% |
| 1Y | -98.3% | +9.3% | -107.6% | -98.2% |
| 3Y | -99.9% | +47.9% | -147.8% | -99.9% |
| 5Y | -99.9% | +31.6% | -131.5% | -99.8% |
| All | -99.9% | +64.5% | -164.4% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling