+743.6%
FN vs LNT
+168.9%
+574.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.0% | +12.7% | +11.9% |
| 7D | 0.0% | +1.4% | -1.5% | -0.4% |
| 30D | -34.3% | +12.3% | -46.6% | -36.0% |
| 3M | -39.9% | +5.3% | -45.2% | -40.6% |
| 6M | -51.8% | +2.0% | -53.9% | -52.3% |
| YTD | -28.1% | +15.3% | -43.4% | -30.8% |
| 1Y | -29.1% | +12.3% | -41.4% | -31.3% |
| 3Y | +102.4% | +59.1% | +43.4% | +75.8% |
| 5Y | +171.7% | +51.7% | +120.0% | +137.4% |
| All | +743.6% | +168.9% | +574.7% | +612.6% |
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 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