-100.0%
DFNS vs LNT
+78.5%
-178.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.8% | -18.6% | -20.0% |
| 7D | -12.7% | -0.5% | -12.1% | -13.3% |
| 30D | -65.2% | +9.9% | -75.1% | -62.3% |
| 3M | -94.6% | +4.8% | -99.4% | -94.3% |
| 6M | -96.2% | +2.2% | -98.4% | -96.0% |
| YTD | -99.6% | +15.9% | -115.5% | -99.5% |
| 1Y | -99.7% | +10.6% | -110.2% | -99.7% |
| 3Y | -100.0% | +66.1% | -166.1% | -100.0% |
| 5Y | -100.0% | +55.6% | -155.6% | -100.0% |
| All | -100.0% | +78.5% | -178.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling