+1,114.6%
LNT vs FLR
+609.6%
+505.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.9% |
| 7D | +1.0% | +0.7% | +0.4% | +0.9% |
| 30D | -1.1% | -0.7% | -0.4% | -1.1% |
| 3M | -3.6% | +14.3% | -17.9% | -5.4% |
| 6M | -2.7% | +25.6% | -28.3% | -5.8% |
| YTD | +8.0% | +42.9% | -34.9% | +2.8% |
| 1Y | +10.5% | +38.7% | -28.3% | +5.2% |
| 3Y | +49.6% | +61.8% | -12.2% | +36.3% |
| 5Y | +32.2% | +254.1% | -221.9% | +7.6% |
| 10Y | +141.8% | +20.0% | +121.7% | +109.1% |
| All | +1,114.6% | +609.6% | +505.0% | +643.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling