+144.1%
FTNT vs LNT
+46.9%
+97.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.0% |
| 7D | +1.6% | -1.1% | +2.7% | +1.6% |
| 30D | -1.9% | -1.9% | +0.1% | -1.9% |
| 3M | +14.4% | -7.2% | +21.6% | +14.1% |
| 6M | +88.7% | -3.9% | +92.6% | +87.8% |
| YTD | +100.0% | +5.9% | +94.2% | +97.0% |
| 1Y | +99.9% | +8.4% | +91.5% | +95.9% |
| All | +144.1% | +46.9% | +97.2% | +128.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling