+626.6%
FICO vs LNT
+143.6%
+483.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -15.4% | +1.0% | -16.5% | -15.8% |
| 30D | -10.4% | -1.1% | -9.3% | -10.0% |
| 3M | -22.7% | -3.6% | -19.1% | -21.4% |
| 6M | -36.8% | -2.7% | -34.1% | -36.2% |
| YTD | -44.8% | +8.0% | -52.8% | -47.1% |
| 1Y | -39.3% | +10.5% | -49.8% | -42.5% |
| 3Y | +3.7% | +49.6% | -45.8% | -16.2% |
| 5Y | +101.7% | +32.2% | +69.5% | +70.3% |
| All | +626.6% | +143.6% | +483.0% | +367.8% |
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 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