+1,440.5%
FANG vs LNT
+377.5%
+1,063.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.9% | -1.0% | +3.9% | +3.2% |
| 30D | +2.6% | -4.2% | +6.9% | +3.9% |
| 3M | +7.6% | -6.7% | +14.2% | +9.5% |
| 6M | +17.3% | -3.6% | +20.9% | +18.0% |
| YTD | +38.7% | +5.9% | +32.8% | +35.6% |
| 1Y | +51.6% | +7.3% | +44.4% | +47.5% |
| 3Y | +50.0% | +46.5% | +3.5% | +31.1% |
| 5Y | +237.6% | +32.5% | +205.1% | +201.0% |
| 10Y | +180.7% | +147.9% | +32.8% | +114.6% |
| All | +1,440.5% | +377.5% | +1,063.0% | +745.3% |
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