-83.2%
FIG vs LNT
+18.9%
-102.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +3.1% |
| 7D | +3.4% | +1.0% | +2.4% | +3.9% |
| 30D | -9.5% | +9.6% | -19.0% | -4.5% |
| 3M | -26.2% | +5.4% | -31.6% | -24.5% |
| 6M | +2.7% | +3.1% | -0.4% | +6.2% |
| YTD | -48.0% | +16.5% | -64.4% | -40.5% |
| 1Y | -52.0% | +12.3% | -64.4% | -46.0% |
| All | -83.2% | +18.9% | -102.1% | -79.8% |
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 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