+17.7%
GFS vs LNT
+13.9%
+3.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.3% | -8.2% | -5.3% |
| 7D | -12.5% | +7.2% | -19.7% | -10.9% |
| 30D | -16.9% | +15.6% | -32.5% | -14.6% |
| 3M | -22.3% | +5.2% | -27.5% | -21.6% |
| 6M | -40.2% | +1.7% | -41.9% | -40.3% |
| YTD | +16.0% | +17.0% | -1.0% | +16.6% |
| 1Y | +17.7% | +14.2% | +3.4% | +19.2% |
| All | +17.7% | +13.9% | +3.7% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling