+0.8%
FAST vs LNT
+8.1%
-7.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.4% | -0.1% | -0.3% | -0.3% |
| 30D | -0.8% | -3.2% | +2.4% | +0.3% |
| 3M | +5.8% | -4.1% | +9.8% | +7.4% |
| 6M | +8.0% | -4.6% | +12.6% | +9.7% |
| YTD | +25.6% | +7.0% | +18.6% | +22.3% |
| 1Y | +0.8% | +8.3% | -7.5% | -3.0% |
| All | +0.8% | +8.1% | -7.3% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling