+181.6%
LNT vs FIVE
+505.3%
-323.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.7% | -0.6% |
| 7D | -0.5% | +2.4% | -3.0% | -0.8% |
| 30D | +9.9% | +15.8% | -5.9% | +8.4% |
| 3M | +4.8% | +3.8% | +1.0% | +4.3% |
| 6M | +2.2% | +18.5% | -16.4% | +0.2% |
| YTD | +15.9% | +31.2% | -15.3% | +12.2% |
| 1Y | +10.6% | +61.8% | -51.3% | +4.9% |
| 3Y | +66.1% | +39.9% | +26.2% | +57.1% |
| 5Y | +55.6% | +18.3% | +37.3% | +47.4% |
| All | +181.6% | +505.3% | -323.7% | +124.2% |
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