-24.1%
FICO vs LNT
+57.3%
-81.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -0.9% | +1.4% | -2.4% | -1.2% |
| 30D | +3.3% | +12.3% | -8.9% | +1.3% |
| 3M | -31.7% | +5.3% | -37.1% | -32.3% |
| 6M | -34.0% | +2.0% | -36.0% | -34.1% |
| YTD | -58.3% | +15.3% | -73.6% | -59.4% |
| 1Y | -57.9% | +12.3% | -70.2% | -58.8% |
| 3Y | -24.1% | +59.1% | -83.1% | -27.6% |
| All | -24.1% | +57.3% | -81.3% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling