+32.2%
LNT vs FFIV
+92.2%
-60.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.0% |
| 7D | +1.0% | -1.5% | +2.6% | +1.2% |
| 30D | -1.1% | -2.7% | +1.6% | -0.9% |
| 3M | -3.6% | -1.7% | -1.9% | -3.6% |
| 6M | -2.7% | +36.1% | -38.8% | -6.1% |
| YTD | +8.0% | +52.6% | -44.6% | +2.5% |
| 1Y | +10.5% | +21.5% | -11.1% | +7.7% |
| 3Y | +49.6% | +142.7% | -93.1% | +28.8% |
| 5Y | +32.2% | +92.6% | -60.3% | +13.7% |
| All | +32.2% | +92.2% | -60.0% | +13.7% |
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