+295.8%
FTI vs LNT
+148.3%
+147.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -4.4% | -1.0% | -3.3% | -4.0% |
| 30D | +1.5% | -4.2% | +5.7% | +3.0% |
| 3M | +8.2% | -6.7% | +14.9% | +10.7% |
| 6M | +18.8% | -3.6% | +22.4% | +19.8% |
| YTD | +71.7% | +5.9% | +65.8% | +67.0% |
| 1Y | +90.0% | +7.3% | +82.8% | +83.7% |
| 3Y | +270.5% | +46.5% | +224.0% | +214.2% |
| 5Y | +1,084.5% | +32.5% | +1,052.1% | +935.8% |
| All | +295.8% | +148.3% | +147.5% | +232.0% |
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