+129.4%
LNT vs FTV
+90.8%
+38.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.2% |
| 7D | -0.1% | -4.5% | +4.4% | +1.0% |
| 30D | -3.2% | -7.1% | +3.9% | -1.4% |
| 3M | -4.1% | -7.2% | +3.1% | -2.5% |
| 6M | -4.6% | -1.5% | -3.1% | -4.6% |
| YTD | +7.0% | +3.5% | +3.5% | +5.1% |
| 1Y | +8.3% | +20.3% | -12.1% | +1.9% |
| 3Y | +51.0% | -3.1% | +54.1% | +48.4% |
| 5Y | +30.2% | +2.3% | +27.8% | +24.1% |
| 10Y | +143.6% | +76.3% | +67.3% | +87.8% |
| All | +129.4% | +90.8% | +38.6% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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