+1,474.5%
LNT vs FDS
+9,502.8%
-8,028.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.5% |
| 7D | -0.1% | -1.9% | +1.8% | +0.2% |
| 30D | -3.2% | +9.0% | -12.2% | -4.7% |
| 3M | -4.1% | +18.9% | -22.9% | -7.3% |
| 6M | -4.6% | +35.1% | -39.7% | -10.4% |
| YTD | +7.0% | +5.5% | +1.5% | +4.3% |
| 1Y | +8.3% | -16.8% | +25.1% | +9.6% |
| 3Y | +51.0% | -28.1% | +79.1% | +56.1% |
| 5Y | +30.2% | -17.4% | +47.6% | +30.7% |
| 10Y | +143.6% | +85.4% | +58.1% | +111.9% |
| All | +1,474.5% | +9,502.8% | -8,028.3% | +891.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling