+43.5%
F vs LNT
+57.3%
-13.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | +1.6% | +1.4% | +0.1% | +1.0% |
| 30D | +2.6% | +12.3% | -9.6% | -2.0% |
| 3M | -8.8% | +5.3% | -14.1% | -10.8% |
| 6M | +4.6% | +2.0% | +2.6% | +3.1% |
| YTD | -1.9% | +15.3% | -17.2% | -9.6% |
| 1Y | -0.8% | +12.3% | -13.0% | -7.3% |
| 3Y | +43.5% | +59.1% | -15.6% | +4.5% |
| All | +43.5% | +57.3% | -13.8% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling