+1,609.6%
LNT vs FDS
+10,266.7%
-8,657.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.6% | -2.0% | +3.5% | +1.9% |
| 30D | +12.1% | +13.5% | -1.4% | +9.7% |
| 3M | +8.2% | +15.2% | -7.0% | +5.3% |
| 6M | +3.6% | +47.0% | -43.4% | -4.0% |
| YTD | +16.2% | +13.9% | +2.3% | +11.5% |
| 1Y | +12.8% | +25.2% | -12.4% | +6.3% |
| 3Y | +66.5% | -25.3% | +91.9% | +70.7% |
| 5Y | +53.8% | -23.3% | +77.1% | +56.0% |
| 10Y | +182.5% | +126.0% | +56.5% | +137.8% |
| All | +1,609.6% | +10,266.7% | -8,657.1% | +960.0% |
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