+1,311.0%
LNT vs FFIV
+7,518.9%
-6,207.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.1% | -1.0% | +0.9% | 0.0% |
| 30D | -3.2% | -5.1% | +1.9% | -2.9% |
| 3M | -4.1% | -4.5% | +0.4% | -3.9% |
| 6M | -4.6% | +36.5% | -41.0% | -6.3% |
| YTD | +7.0% | +53.0% | -46.0% | +4.4% |
| 1Y | +8.3% | +24.2% | -15.9% | +6.7% |
| 3Y | +51.0% | +137.2% | -86.2% | +43.3% |
| 5Y | +30.2% | +91.8% | -61.6% | +24.4% |
| 10Y | +143.6% | +215.2% | -71.6% | +125.6% |
| All | +1,311.0% | +7,518.9% | -6,207.9% | +1,218.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling