+59.9%
GD vs LNT
+65.0%
-5.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -1.9% | +1.6% | -3.4% | -2.3% |
| 30D | +10.9% | +12.1% | -1.2% | +7.5% |
| 3M | -6.8% | +8.2% | -14.9% | -8.8% |
| 6M | +7.0% | +3.6% | +3.4% | +5.8% |
| YTD | +11.1% | +16.2% | -5.1% | +6.4% |
| 1Y | +7.0% | +12.8% | -5.8% | +3.3% |
| 3Y | +59.9% | +66.5% | -6.6% | +46.0% |
| All | +59.9% | +65.0% | -5.1% | +46.0% |
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