+4,087.3%
FDX vs LNT
+3,155.8%
+931.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | +3.8% | -3.2% | +7.0% | +5.0% |
| 3M | -1.3% | -4.1% | +2.8% | 0.0% |
| 6M | +5.0% | -4.6% | +9.6% | +6.5% |
| YTD | +39.6% | +7.0% | +32.6% | +35.7% |
| 1Y | +81.1% | +8.3% | +72.8% | +75.0% |
| 3Y | +63.0% | +51.0% | +12.0% | +37.9% |
| 5Y | +65.6% | +30.2% | +35.4% | +45.7% |
| 10Y | +183.4% | +143.6% | +39.8% | +91.3% |
| All | +4,087.3% | +3,155.8% | +931.5% | +1,175.8% |
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