+181.6%
LNT vs FDS
+127.0%
+54.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.6% |
| 7D | -0.5% | -2.6% | +2.0% | 0.0% |
| 30D | +9.9% | +14.1% | -4.1% | +6.6% |
| 3M | +4.8% | +19.8% | -15.0% | 0.0% |
| 6M | +2.2% | +55.0% | -52.8% | -9.6% |
| YTD | +15.9% | +15.9% | 0.0% | +9.9% |
| 1Y | +10.6% | +24.2% | -13.6% | +2.3% |
| 3Y | +66.1% | -24.0% | +90.1% | +77.1% |
| 5Y | +55.6% | -23.3% | +78.9% | +63.0% |
| All | +181.6% | +127.0% | +54.6% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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