+860.4%
FN vs LNT
+140.0%
+720.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.2% | +3.1% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -22.0% | -3.2% | -18.8% | -21.4% |
| 3M | -43.0% | -4.1% | -38.9% | -42.8% |
| 6M | -27.7% | -4.6% | -23.2% | -27.3% |
| YTD | -10.5% | +7.0% | -17.5% | -12.4% |
| 1Y | +12.5% | +8.3% | +4.2% | +9.7% |
| 3Y | +153.8% | +51.0% | +102.8% | +121.3% |
| 5Y | +288.0% | +30.2% | +257.8% | +251.2% |
| All | +860.4% | +140.0% | +720.4% | +669.5% |
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 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