+173.2%
LNT vs FIVE
+596.6%
-423.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.6% | -4.5% | +0.6% |
| 7D | +0.6% | +6.2% | -5.6% | 0.0% |
| 30D | +12.4% | +18.2% | -5.8% | +10.7% |
| 3M | +6.7% | +3.8% | +2.9% | +6.2% |
| 6M | +3.9% | +13.7% | -9.8% | +2.3% |
| YTD | +16.5% | +34.7% | -18.2% | +12.6% |
| 1Y | +12.5% | +66.6% | -54.1% | +6.5% |
| 3Y | +66.9% | +44.3% | +22.6% | +57.5% |
| 5Y | +56.1% | +18.8% | +37.3% | +48.1% |
| 10Y | +173.2% | +569.2% | -396.0% | +120.8% |
| All | +173.2% | +596.6% | -423.4% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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