+499.7%
FICO vs LNT
+168.9%
+330.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -0.9% | +1.4% | -2.4% | -1.6% |
| 30D | +3.3% | +12.3% | -8.9% | -1.8% |
| 3M | -31.7% | +5.3% | -37.1% | -33.5% |
| 6M | -34.0% | +2.0% | -36.0% | -34.8% |
| YTD | -58.3% | +15.3% | -73.6% | -61.2% |
| 1Y | -57.9% | +12.3% | -70.2% | -60.4% |
| 3Y | -24.1% | +59.1% | -83.1% | -40.2% |
| 5Y | +85.3% | +51.7% | +33.6% | +46.3% |
| All | +499.7% | +168.9% | +330.8% | +295.9% |
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