+56.2%
GD vs LNT
+67.4%
-11.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +2.7% | +1.0% | +1.6% | +2.4% |
| 30D | +8.6% | +9.6% | -1.0% | +5.9% |
| 3M | -7.1% | +5.4% | -12.5% | -8.5% |
| 6M | +7.5% | +3.1% | +4.3% | +6.3% |
| YTD | +9.9% | +16.5% | -6.6% | +5.1% |
| 1Y | +7.6% | +12.3% | -4.8% | +3.8% |
| 3Y | +56.2% | +70.3% | -14.1% | +40.1% |
| All | +56.2% | +67.4% | -11.2% | +40.1% |
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