+19,851.2%
GD vs LNT
+3,155.8%
+16,695.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.4% |
| 3M | +5.7% | -4.1% | +9.8% | +7.2% |
| 6M | -0.9% | -4.6% | +3.6% | +0.5% |
| YTD | +8.2% | +7.0% | +1.2% | +5.2% |
| 1Y | +13.4% | +8.3% | +5.1% | +9.8% |
| 3Y | +68.5% | +51.0% | +17.5% | +42.8% |
| 5Y | +97.2% | +30.2% | +67.0% | +75.1% |
| 10Y | +190.2% | +143.6% | +46.6% | +104.8% |
| All | +19,851.2% | +3,155.8% | +16,695.4% | +7,658.4% |
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