+2,072.5%
FTNT vs LNT
+148.3%
+1,924.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -0.1% | -1.0% | +0.9% | +0.1% |
| 30D | -3.0% | -4.2% | +1.3% | -2.0% |
| 3M | +7.6% | -6.7% | +14.3% | +9.1% |
| 6M | +87.0% | -3.6% | +90.5% | +87.5% |
| YTD | +96.5% | +5.9% | +90.7% | +91.9% |
| 1Y | +92.9% | +7.3% | +85.7% | +87.6% |
| 3Y | +139.8% | +46.5% | +93.4% | +111.4% |
| 5Y | +151.3% | +32.5% | +118.9% | +126.3% |
| All | +2,072.5% | +148.3% | +1,924.1% | +1,640.0% |
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