+614.8%
FLEX vs LNT
+186.9%
+427.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.2% |
| 7D | +7.5% | +1.0% | +6.4% | +7.2% |
| 30D | -25.3% | +9.6% | -34.9% | -27.4% |
| 3M | -39.7% | +5.4% | -45.1% | -40.7% |
| 6M | -47.9% | +3.1% | -51.0% | -48.7% |
| YTD | +24.1% | +16.5% | +7.6% | +16.9% |
| 1Y | +26.0% | +12.3% | +13.6% | +20.0% |
| 3Y | +282.7% | +70.3% | +212.4% | +207.5% |
| 5Y | +424.2% | +56.4% | +367.8% | +329.9% |
| All | +614.8% | +186.9% | +427.9% | +414.5% |
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