+19,650.5%
GD vs LNT
+3,407.5%
+16,243.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -5.0% | +1.4% | -6.4% | -5.5% |
| 30D | +8.9% | +12.3% | -3.4% | +4.4% |
| 3M | -8.0% | +5.3% | -13.4% | -9.9% |
| 6M | +2.9% | +2.0% | +0.9% | +1.9% |
| YTD | +7.1% | +15.3% | -8.2% | +1.3% |
| 1Y | +5.9% | +12.3% | -6.4% | +1.1% |
| 3Y | +53.9% | +59.1% | -5.2% | +28.1% |
| 5Y | +95.4% | +51.7% | +43.7% | +64.2% |
| 10Y | +193.5% | +170.1% | +23.4% | +99.6% |
| All | +19,650.5% | +3,407.5% | +16,243.0% | +7,368.7% |
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