+398.7%
LNT vs FIVE
+873.2%
-474.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.6% | +7.3% | -5.8% | +0.9% |
| 30D | +12.1% | +18.1% | -6.0% | +10.4% |
| 3M | +8.2% | +7.7% | +0.5% | +7.3% |
| 6M | +3.6% | +13.6% | -10.0% | +2.0% |
| YTD | +16.2% | +34.6% | -18.4% | +12.4% |
| 1Y | +12.8% | +66.2% | -53.5% | +7.0% |
| 3Y | +66.5% | +43.5% | +23.0% | +56.9% |
| 5Y | +53.8% | +20.7% | +33.1% | +45.1% |
| 10Y | +182.5% | +541.5% | -359.0% | +116.1% |
| All | +398.7% | +873.2% | -474.5% | +256.3% |
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