+11.4%
FPS vs LNT
+3.6%
+7.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.1% | +3.4% |
| 7D | +10.4% | +1.0% | +9.4% | +10.8% |
| 30D | -16.5% | -1.1% | -15.4% | -16.9% |
| 3M | -45.5% | -3.6% | -41.9% | -47.0% |
| 6M | +2.1% | -2.7% | +4.7% | +0.2% |
| All | +11.4% | +3.6% | +7.8% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling