+120.9%
FE vs LNT
+174.3%
-53.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.5% |
| 7D | -0.5% | +1.6% | -2.1% | -1.7% |
| 30D | +4.3% | +12.1% | -7.8% | -4.4% |
| 3M | +0.4% | +8.2% | -7.8% | -5.6% |
| 6M | +6.9% | +3.6% | +3.3% | +3.8% |
| YTD | +8.0% | +16.2% | -8.2% | -4.1% |
| 1Y | +4.8% | +12.8% | -8.0% | -4.8% |
| 3Y | +49.0% | +66.5% | -17.6% | -0.9% |
| 5Y | +46.2% | +53.8% | -7.6% | +2.3% |
| 10Y | +120.9% | +182.5% | -61.6% | -6.5% |
| All | +120.9% | +174.3% | -53.5% | -6.5% |
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 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