-80.3%
FIG vs LNT
+10.3%
-90.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.9% | -6.6% | -5.0% |
| 7D | -16.4% | +1.0% | -17.4% | -15.7% |
| 30D | -2.3% | -1.1% | -1.2% | -2.8% |
| 3M | +7.8% | -3.6% | +11.4% | +7.3% |
| 6M | -21.8% | -2.7% | -19.2% | -21.0% |
| YTD | -39.1% | +8.0% | -47.1% | -32.9% |
| 1Y | -56.6% | +10.5% | -67.1% | -48.5% |
| All | -80.3% | +10.3% | -90.6% | -77.2% |
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