+575.3%
FAST vs LNT
+168.9%
+406.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | +2.1% | +1.4% | +0.7% | +1.5% |
| 30D | +6.9% | +12.3% | -5.4% | +1.8% |
| 3M | +4.8% | +5.3% | -0.5% | +2.4% |
| 6M | +19.8% | +2.0% | +17.7% | +18.4% |
| YTD | +34.9% | +15.3% | +19.6% | +26.6% |
| 1Y | +32.8% | +12.3% | +20.5% | +25.9% |
| 3Y | +93.7% | +59.1% | +34.7% | +56.7% |
| 5Y | +105.3% | +51.7% | +53.6% | +68.4% |
| All | +575.3% | +168.9% | +406.4% | +427.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling