+12.3%
LNT vs FDS
+25.7%
-13.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +1.0% | +1.5% | -0.4% | +1.1% |
| 30D | +9.6% | +14.8% | -5.2% | +10.0% |
| 3M | +5.4% | +16.3% | -10.9% | +5.9% |
| 6M | +3.1% | +66.2% | -63.1% | +5.3% |
| YTD | +16.5% | +16.2% | +0.2% | +16.1% |
| 1Y | +12.3% | +21.8% | -9.5% | +11.4% |
| All | +12.3% | +25.7% | -13.4% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling