+53.8%
LNT vs FFIV
+35.3%
+18.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.7% |
| 7D | +1.0% | -0.5% | +1.6% | +1.1% |
| 30D | +9.6% | -32.4% | +42.0% | +12.6% |
| 3M | +5.4% | -25.7% | +31.1% | +7.3% |
| 6M | +3.1% | -13.5% | +16.6% | +3.2% |
| YTD | +16.5% | +21.1% | -4.6% | +11.8% |
| 1Y | +12.3% | +29.4% | -17.1% | +6.8% |
| 3Y | +70.3% | +94.9% | -24.6% | +47.2% |
| All | +53.8% | +35.3% | +18.5% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling