+478.1%
FLEX vs LNT
+50.4%
+427.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.4% | +4.5% |
| 7D | +7.0% | +1.0% | +6.0% | +7.1% |
| 30D | -5.8% | -1.1% | -4.7% | -5.9% |
| 3M | -24.2% | -3.6% | -20.6% | -24.7% |
| 6M | +90.8% | -2.7% | +93.5% | +89.3% |
| YTD | +89.2% | +8.0% | +81.2% | +87.6% |
| 1Y | +104.7% | +10.5% | +94.3% | +103.2% |
| 3Y | +478.1% | +49.6% | +428.5% | +452.9% |
| All | +478.1% | +50.4% | +427.7% | +452.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling