+578.0%
FE vs LNT
+1,643.9%
-1,066.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.3% |
| 7D | 0.0% | +1.4% | -1.5% | -1.0% |
| 30D | +5.2% | +12.3% | -7.1% | -2.7% |
| 3M | 0.0% | +5.3% | -5.4% | -3.5% |
| 6M | +5.0% | +2.0% | +3.0% | +3.4% |
| YTD | +7.9% | +15.3% | -7.4% | -2.2% |
| 1Y | +6.3% | +12.3% | -5.9% | -1.9% |
| 3Y | +46.0% | +59.1% | -13.1% | +6.1% |
| 5Y | +45.6% | +51.7% | -6.0% | +8.7% |
| 10Y | +109.3% | +170.1% | -60.8% | +7.3% |
| All | +578.0% | +1,643.9% | -1,066.0% | +17.8% |
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