+394.8%
LNT vs FIVE
+822.5%
-427.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | +1.4% | -0.3% | +1.7% | +1.4% |
| 30D | +12.3% | +17.7% | -5.4% | +10.7% |
| 3M | +5.3% | +4.0% | +1.4% | +4.8% |
| 6M | +2.0% | +2.6% | -0.6% | +1.4% |
| YTD | +15.3% | +27.6% | -12.3% | +12.1% |
| 1Y | +12.3% | +59.9% | -47.7% | +6.9% |
| 3Y | +59.1% | +35.8% | +23.3% | +50.7% |
| 5Y | +51.7% | +14.4% | +37.3% | +43.7% |
| 10Y | +170.1% | +576.1% | -406.0% | +105.8% |
| All | +394.8% | +822.5% | -427.7% | +255.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling