+7,917.6%
FLEX vs LNT
+1,823.5%
+6,094.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.9% | -0.1% | -0.8% | -0.8% |
| 30D | -10.1% | -3.2% | -7.0% | -8.7% |
| 3M | -31.3% | -4.1% | -27.3% | -30.4% |
| 6M | +71.3% | -4.6% | +75.8% | +73.5% |
| YTD | +81.2% | +7.0% | +74.2% | +72.4% |
| 1Y | +98.5% | +8.3% | +90.2% | +87.2% |
| 3Y | +428.2% | +51.0% | +377.2% | +303.6% |
| 5Y | +657.3% | +30.2% | +627.1% | +513.2% |
| 10Y | +995.9% | +143.6% | +852.3% | +485.9% |
| All | +7,917.6% | +1,823.5% | +6,094.1% | +1,358.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling