+2,054.3%
FLUT vs LNT
+1,634.4%
+419.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.2% |
| 7D | -1.6% | -0.1% | -1.6% | -1.6% |
| 30D | +7.7% | -3.2% | +10.9% | +7.9% |
| 3M | -0.7% | -4.1% | +3.4% | -0.5% |
| 6M | -11.2% | -4.6% | -6.6% | -11.0% |
| YTD | -53.4% | +7.0% | -60.4% | -53.7% |
| 1Y | -65.8% | +8.3% | -74.0% | -65.9% |
| 3Y | -44.9% | +51.0% | -95.9% | -46.2% |
| 5Y | -49.7% | +30.2% | -79.9% | -50.7% |
| 10Y | -9.7% | +143.6% | -153.3% | -13.5% |
| All | +2,054.3% | +1,634.4% | +419.9% | +1,848.6% |
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