+2.0%
FISV vs LNT
+148.3%
-146.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | -2.7% | -1.0% | -1.6% | -2.2% |
| 30D | 0.0% | -4.2% | +4.3% | +2.1% |
| 3M | -2.8% | -6.7% | +3.9% | +0.2% |
| 6M | -11.8% | -3.6% | -8.3% | -10.9% |
| YTD | -23.2% | +5.9% | -29.1% | -26.2% |
| 1Y | -62.0% | +7.3% | -69.2% | -63.7% |
| 3Y | -57.6% | +46.5% | -104.1% | -65.8% |
| 5Y | -53.4% | +32.5% | -85.9% | -61.1% |
| All | +2.0% | +148.3% | -146.4% | -34.7% |
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