-54.3%
FIS vs LNT
+185.4%
-239.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.8% | -5.3% | -5.8% |
| 7D | -3.5% | -0.5% | -3.0% | -3.2% |
| 30D | -19.4% | +9.9% | -29.4% | -23.1% |
| 3M | -31.6% | +4.8% | -36.4% | -33.3% |
| 6M | -32.5% | +2.2% | -34.7% | -33.6% |
| YTD | -56.0% | +15.9% | -71.8% | -59.5% |
| 1Y | -55.5% | +10.6% | -66.1% | -58.2% |
| 3Y | -41.3% | +66.1% | -107.4% | -55.4% |
| 5Y | -72.3% | +55.6% | -127.9% | -78.7% |
| All | -54.3% | +185.4% | -239.7% | -70.8% |
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 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