+2,637.6%
TFC vs LNT
+3,444.2%
-806.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | +2.3% | +1.0% | +1.2% | +1.8% |
| 30D | +10.8% | +9.6% | +1.2% | +6.4% |
| 3M | -3.8% | +5.4% | -9.2% | -6.1% |
| 6M | +9.6% | +3.1% | +6.5% | +7.8% |
| YTD | +5.8% | +16.5% | -10.7% | -1.7% |
| 1Y | +16.2% | +12.3% | +3.9% | +9.6% |
| 3Y | +96.0% | +70.3% | +25.7% | +52.5% |
| 5Y | +1.7% | +56.4% | -54.7% | -18.9% |
| 10Y | +79.9% | +184.3% | -104.4% | +10.0% |
| All | +2,637.6% | +3,444.2% | -806.6% | +689.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling