+8.3%
LNT vs USFR
+4.0%
+4.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.2% |
| 7D | -0.1% | +0.1% | -0.1% | -0.5% |
| 30D | -3.2% | +0.3% | -3.5% | -5.3% |
| 3M | -4.1% | +1.0% | -5.1% | -10.2% |
| 6M | -4.6% | +1.9% | -6.5% | -14.9% |
| YTD | +7.0% | +2.6% | +4.4% | -8.4% |
| 1Y | +8.3% | +4.0% | +4.3% | -21.1% |
| All | +8.3% | +4.0% | +4.3% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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