-100.0%
DFNS vs LNT
+79.4%
-179.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -6.0% | -5.1% |
| 7D | -6.0% | +1.0% | -7.0% | -5.3% |
| 30D | -71.2% | +9.6% | -80.8% | -68.8% |
| 3M | -94.5% | +5.4% | -99.9% | -94.3% |
| 6M | -96.5% | +3.1% | -99.7% | -96.3% |
| YTD | -99.6% | +16.5% | -116.1% | -99.6% |
| 1Y | -99.7% | +12.3% | -112.0% | -99.7% |
| 3Y | -100.0% | +70.3% | -170.3% | -100.0% |
| 5Y | -100.0% | +56.4% | -156.4% | -100.0% |
| All | -100.0% | +79.4% | -179.4% | -100.0% |
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