+8.3%
LNT vs FLR
+31.2%
-22.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | -0.1% |
| 7D | -0.1% | +5.4% | -5.5% | 0.0% |
| 30D | -3.2% | +11.4% | -14.6% | -2.9% |
| 3M | -4.1% | +11.4% | -15.5% | -3.7% |
| 6M | -4.6% | +16.6% | -21.2% | -4.2% |
| YTD | +7.0% | +41.7% | -34.7% | +7.0% |
| 1Y | +8.3% | +35.4% | -27.1% | +8.9% |
| All | +8.3% | +31.2% | -22.9% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling