+104,095.6%
FICO vs LNT
+3,155.8%
+100,939.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | 0.0% | -16.6% | -16.7% |
| 7D | -19.2% | -0.1% | -19.1% | -19.1% |
| 30D | -14.6% | -3.2% | -11.4% | -13.5% |
| 3M | -20.1% | -4.1% | -16.0% | -18.8% |
| 6M | -36.3% | -4.6% | -31.8% | -35.3% |
| YTD | -44.9% | +7.0% | -51.9% | -46.7% |
| 1Y | -38.6% | +8.3% | -46.9% | -41.0% |
| 3Y | +4.0% | +51.0% | -47.0% | -14.2% |
| 5Y | +99.5% | +30.2% | +69.4% | +73.0% |
| 10Y | +604.7% | +143.6% | +461.1% | +366.7% |
| All | +104,095.6% | +3,155.8% | +100,939.7% | +33,522.7% |
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 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