-9.3%
FLUT vs LNT
+148.3%
-157.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +0.4% | -1.0% | +1.5% | +0.5% |
| 30D | +2.5% | -4.2% | +6.8% | +2.9% |
| 3M | -9.2% | -6.7% | -2.6% | -8.7% |
| 6M | -8.2% | -3.6% | -4.7% | -8.0% |
| YTD | -53.2% | +5.9% | -59.1% | -53.6% |
| 1Y | -65.6% | +7.3% | -72.8% | -65.9% |
| 3Y | -43.6% | +46.5% | -90.1% | -45.9% |
| 5Y | -50.3% | +32.5% | -82.8% | -52.1% |
| All | -9.3% | +148.3% | -157.6% | -16.7% |
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