+93.0%
TFC vs LNT
+48.2%
+44.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.3% |
| 7D | -1.3% | +0.2% | -1.5% | -1.4% |
| 30D | -2.3% | -0.5% | -1.8% | -2.2% |
| 3M | +2.5% | -5.5% | +8.0% | +4.8% |
| 6M | +9.5% | -3.8% | +13.3% | +10.9% |
| YTD | +5.1% | +6.8% | -1.8% | +0.8% |
| 1Y | +15.5% | +9.3% | +6.2% | +9.4% |
| All | +93.0% | +48.2% | +44.8% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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