+150.1%
LNT vs FFIV
+239.4%
-89.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -4.9% | -1.6% |
| 7D | +0.2% | +3.5% | -3.3% | -0.3% |
| 30D | -0.5% | -1.3% | +0.8% | -0.4% |
| 3M | -5.5% | +2.4% | -7.9% | -6.0% |
| 6M | -3.8% | +41.8% | -45.6% | -8.6% |
| YTD | +6.8% | +58.5% | -51.7% | -0.3% |
| 1Y | +9.3% | +24.3% | -15.0% | +5.4% |
| 3Y | +47.9% | +152.0% | -104.1% | +25.8% |
| 5Y | +31.6% | +99.1% | -67.5% | +14.2% |
| 10Y | +150.1% | +242.8% | -92.6% | +97.0% |
| All | +150.1% | +239.4% | -89.3% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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