-66.1%
FIS vs LNT
+31.1%
-97.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.1% |
| 7D | -9.1% | +0.2% | -9.3% | -9.1% |
| 30D | -10.4% | -0.5% | -9.9% | -10.4% |
| 3M | -3.7% | -5.5% | +1.8% | -1.9% |
| 6M | -24.8% | -3.8% | -21.0% | -24.1% |
| YTD | -41.6% | +6.8% | -48.4% | -43.5% |
| 1Y | -42.7% | +9.3% | -52.1% | -45.2% |
| 3Y | -26.2% | +47.9% | -74.2% | -37.6% |
| 5Y | -66.1% | +31.6% | -97.7% | -70.8% |
| All | -66.1% | +31.1% | -97.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling