-2.7%
GFS vs LNT
+43.0%
-45.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | +2.6% | +1.0% | +1.6% | +2.4% |
| 30D | -16.4% | -1.1% | -15.3% | -16.2% |
| 3M | -41.6% | -3.6% | -38.0% | -41.4% |
| 6M | -3.7% | -2.7% | -1.0% | -3.7% |
| YTD | +29.3% | +8.0% | +21.3% | +25.4% |
| 1Y | +37.1% | +10.5% | +26.7% | +32.1% |
| 3Y | -22.1% | +49.6% | -71.7% | -32.9% |
| All | -2.7% | +43.0% | -45.7% | -15.1% |
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