+538.9%
FICO vs LNT
+185.4%
+353.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.2% |
| 7D | +1.4% | -0.5% | +1.9% | +1.7% |
| 30D | -0.8% | +9.9% | -10.7% | -4.9% |
| 3M | -31.3% | +4.8% | -36.1% | -32.9% |
| 6M | -33.9% | +2.2% | -36.1% | -34.8% |
| YTD | -57.6% | +15.9% | -73.4% | -60.6% |
| 1Y | -59.7% | +10.6% | -70.2% | -61.7% |
| 3Y | -28.0% | +66.1% | -94.1% | -44.6% |
| 5Y | +91.0% | +55.6% | +35.4% | +48.6% |
| All | +538.9% | +185.4% | +353.5% | +304.7% |
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