+1,209.8%
LNT vs FLR
+513.8%
+696.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +1.0% | +5.4% | -4.3% | +0.5% |
| 30D | +9.6% | +2.8% | +6.8% | +9.1% |
| 3M | +5.4% | -6.4% | +11.8% | +5.9% |
| 6M | +3.1% | +8.8% | -5.7% | +1.4% |
| YTD | +16.5% | +23.6% | -7.1% | +12.4% |
| 1Y | +12.3% | +13.8% | -1.5% | +9.2% |
| 3Y | +70.3% | +36.5% | +33.8% | +57.8% |
| 5Y | +56.4% | +119.3% | -62.9% | +34.6% |
| 10Y | +184.3% | +8.0% | +176.3% | +148.4% |
| All | +1,209.8% | +513.8% | +696.0% | +712.8% |
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