+206.5%
FITB vs LNT
+186.9%
+19.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.8% |
| 7D | +2.8% | +1.0% | +1.7% | +2.2% |
| 30D | +9.8% | +9.6% | +0.2% | +4.6% |
| 3M | -5.2% | +5.4% | -10.6% | -7.9% |
| 6M | +17.3% | +3.1% | +14.2% | +15.1% |
| YTD | +19.3% | +16.5% | +2.8% | +9.2% |
| 1Y | +32.7% | +12.3% | +20.4% | +23.7% |
| 3Y | +141.6% | +70.3% | +71.3% | +77.0% |
| 5Y | +48.9% | +56.4% | -7.6% | +11.7% |
| All | +206.5% | +186.9% | +19.6% | +143.1% |
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