+70.8%
GD vs LNT
+51.2%
+19.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | -5.3% | -0.1% | -5.2% | -5.2% |
| 30D | -6.4% | -3.2% | -3.3% | -5.7% |
| 3M | +5.7% | -4.1% | +9.8% | +6.8% |
| 6M | -0.9% | -4.6% | +3.6% | +0.1% |
| YTD | +8.2% | +7.0% | +1.2% | +6.1% |
| 1Y | +13.4% | +8.3% | +5.1% | +11.0% |
| All | +70.8% | +51.2% | +19.5% | +58.8% |
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