-40.7%
FIS vs LNT
+148.3%
-189.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.6% |
| 7D | -8.9% | -1.1% | -7.8% | -8.5% |
| 30D | -9.9% | -1.9% | -8.0% | -9.2% |
| 3M | 0.0% | -7.2% | +7.2% | +3.2% |
| 6M | -22.9% | -3.9% | -19.0% | -22.0% |
| YTD | -40.9% | +5.9% | -46.7% | -43.1% |
| 1Y | -40.4% | +8.4% | -48.8% | -43.4% |
| 3Y | -25.4% | +46.6% | -72.0% | -39.4% |
| 5Y | -64.8% | +32.4% | -97.3% | -70.5% |
| All | -40.7% | +148.3% | -189.0% | -59.3% |
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