+3,142.0%
FN vs LNT
+704.3%
+2,437.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.7% |
| 7D | -4.1% | +1.6% | -5.6% | -4.6% |
| 30D | -28.3% | +12.1% | -40.4% | -31.4% |
| 3M | -33.9% | +8.2% | -42.1% | -35.9% |
| 6M | -43.9% | +3.6% | -47.5% | -45.1% |
| YTD | -23.4% | +16.2% | -39.6% | -28.3% |
| 1Y | -25.4% | +12.8% | -38.2% | -29.4% |
| 3Y | +107.9% | +66.5% | +41.4% | +63.9% |
| 5Y | +195.1% | +53.8% | +141.3% | +136.7% |
| 10Y | +794.1% | +182.5% | +611.6% | +383.9% |
| All | +3,142.0% | +704.3% | +2,437.7% | +604.7% |
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