+693.0%
FN vs LNT
+186.9%
+506.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.5% | -7.8% | -7.4% |
| 7D | +0.3% | +1.0% | -0.8% | +0.1% |
| 30D | -16.5% | +9.6% | -26.1% | -18.2% |
| 3M | -42.1% | +5.4% | -47.5% | -42.8% |
| 6M | -52.9% | +3.1% | -56.0% | -53.4% |
| YTD | -28.0% | +16.5% | -44.4% | -30.7% |
| 1Y | -18.5% | +12.3% | -30.8% | -21.0% |
| 3Y | +93.9% | +70.3% | +23.6% | +65.5% |
| 5Y | +170.5% | +56.4% | +114.1% | +135.1% |
| All | +693.0% | +186.9% | +506.1% | +569.8% |
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