-12.3%
GFS vs LNT
+54.3%
-66.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.7% |
| 7D | -3.1% | +0.6% | -3.7% | -3.3% |
| 30D | -16.0% | +12.4% | -28.4% | -18.3% |
| 3M | -24.7% | +6.7% | -31.4% | -25.8% |
| 6M | -45.1% | +3.9% | -49.1% | -46.0% |
| YTD | +16.5% | +16.5% | -0.1% | +10.9% |
| 1Y | +19.3% | +12.5% | +6.8% | +14.8% |
| 3Y | -20.0% | +66.9% | -86.8% | -33.1% |
| 5Y | -32.0% | +56.1% | -88.1% | -42.1% |
| All | -12.3% | +54.3% | -66.6% | -24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling