+282.0%
FITB vs LNT
+148.3%
+133.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.9% |
| 7D | -1.0% | -1.1% | +0.1% | -0.4% |
| 30D | -5.5% | -1.9% | -3.6% | -4.6% |
| 3M | +4.1% | -7.2% | +11.3% | +7.9% |
| 6M | +18.7% | -3.9% | +22.6% | +20.6% |
| YTD | +18.2% | +5.9% | +12.3% | +13.9% |
| 1Y | +23.7% | +8.4% | +15.3% | +17.6% |
| 3Y | +130.8% | +46.6% | +84.2% | +85.0% |
| 5Y | +69.8% | +32.4% | +37.3% | +40.7% |
| All | +282.0% | +148.3% | +133.7% | +209.9% |
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