+19,778.3%
GD vs LNT
+3,444.7%
+16,333.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -3.9% | +4.7% | -8.6% | -5.5% |
| 30D | +8.1% | +13.0% | -4.9% | +3.3% |
| 3M | -6.8% | +5.4% | -12.2% | -8.7% |
| 6M | +3.0% | +2.0% | +1.0% | +2.0% |
| YTD | +7.8% | +16.5% | -8.7% | +1.5% |
| 1Y | +5.8% | +13.3% | -7.5% | +0.7% |
| 3Y | +55.3% | +58.7% | -3.4% | +29.4% |
| 5Y | +96.7% | +53.3% | +43.4% | +64.6% |
| 10Y | +195.4% | +173.0% | +22.4% | +100.2% |
| All | +19,778.3% | +3,444.7% | +16,333.6% | +7,388.3% |
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