-70.8%
FIS vs LNT
+55.9%
-126.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +4.0% |
| 7D | +2.8% | +1.0% | +1.8% | +2.5% |
| 30D | -16.7% | +9.6% | -26.3% | -19.4% |
| 3M | -32.3% | +5.4% | -37.7% | -33.6% |
| 6M | -29.1% | +3.1% | -32.2% | -30.0% |
| YTD | -54.1% | +16.5% | -70.6% | -57.0% |
| 1Y | -53.7% | +12.3% | -66.0% | -56.0% |
| 3Y | -38.8% | +70.3% | -109.2% | -50.8% |
| All | -70.8% | +55.9% | -126.7% | -75.6% |
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