-26.8%
FLUT vs LNT
+186.9%
-213.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -0.7% | +1.0% | -1.7% | -0.8% |
| 30D | +9.3% | +9.6% | -0.3% | +8.3% |
| 3M | -17.5% | +5.4% | -22.9% | -17.9% |
| 6M | -14.6% | +3.1% | -17.7% | -14.9% |
| YTD | -62.3% | +16.5% | -78.7% | -62.9% |
| 1Y | -59.6% | +12.3% | -72.0% | -60.2% |
| 3Y | -45.3% | +70.3% | -115.6% | -48.3% |
| 5Y | -50.4% | +56.4% | -106.8% | -52.8% |
| All | -26.8% | +186.9% | -213.7% | -35.8% |
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