-47.6%
FLUT vs LNT
+54.8%
-102.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.5% |
| 7D | +4.5% | -0.2% | +4.7% | +4.6% |
| 30D | +9.2% | +11.6% | -2.4% | +7.6% |
| 3M | -13.7% | +8.2% | -21.8% | -14.6% |
| 6M | -9.0% | +3.1% | -12.2% | -9.5% |
| YTD | -60.2% | +16.8% | -77.0% | -61.3% |
| 1Y | -63.1% | +11.6% | -74.7% | -63.8% |
| 3Y | -42.5% | +67.4% | -109.8% | -47.5% |
| 5Y | -47.6% | +56.8% | -104.3% | -52.5% |
| All | -47.6% | +54.8% | -102.4% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling