+141.8%
LNT vs FIVE
+475.1%
-333.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.9% |
| 7D | +1.0% | +3.7% | -2.7% | +0.7% |
| 30D | -1.1% | +4.0% | -5.1% | -1.5% |
| 3M | -3.6% | +36.2% | -39.8% | -6.4% |
| 6M | -2.7% | +18.0% | -20.7% | -4.6% |
| YTD | +8.0% | +34.9% | -26.9% | +4.4% |
| 1Y | +10.5% | +67.9% | -57.5% | +4.3% |
| 3Y | +49.6% | +57.3% | -7.8% | +39.5% |
| 5Y | +32.2% | +39.5% | -7.3% | +22.3% |
| 10Y | +141.8% | +496.4% | -354.6% | +93.0% |
| All | +141.8% | +475.1% | -333.3% | +93.0% |
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