-100.0%
DFNS vs LNT
+55.0%
-155.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.3% | +13.1% | +12.5% |
| 7D | -37.0% | +1.6% | -38.5% | -35.7% |
| 30D | -63.4% | +12.1% | -75.5% | -58.6% |
| 3M | -94.1% | +8.2% | -102.3% | -93.5% |
| 6M | -96.3% | +3.6% | -99.9% | -96.0% |
| YTD | -99.6% | +16.2% | -115.7% | -99.5% |
| 1Y | -99.7% | +12.8% | -112.5% | -99.7% |
| 3Y | -100.0% | +66.5% | -166.5% | -100.0% |
| 5Y | -100.0% | +53.8% | -153.8% | -100.0% |
| All | -100.0% | +55.0% | -155.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling