+47.8%
LNT vs FLR
+56.0%
-8.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -1.0% |
| 7D | +0.2% | -3.1% | +3.3% | +0.2% |
| 30D | -0.5% | +4.9% | -5.5% | -0.6% |
| 3M | -5.5% | +10.8% | -16.3% | -5.7% |
| 6M | -3.8% | +19.7% | -23.5% | -4.2% |
| YTD | +6.8% | +38.4% | -31.5% | +5.8% |
| 1Y | +9.3% | +34.7% | -25.4% | +8.2% |
| All | +47.8% | +56.0% | -8.2% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling