-7.8%
GFS vs LNT
+53.4%
-61.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.4% |
| 7D | +17.2% | -0.5% | +17.7% | +17.3% |
| 30D | -8.7% | +9.9% | -18.7% | -10.8% |
| 3M | -19.7% | +4.8% | -24.4% | -20.6% |
| 6M | -40.7% | +2.2% | -42.9% | -41.3% |
| YTD | +22.5% | +15.9% | +6.7% | +16.8% |
| 1Y | +25.2% | +10.6% | +14.7% | +21.0% |
| 3Y | -17.7% | +66.1% | -83.7% | -31.2% |
| 5Y | -23.5% | +55.6% | -79.1% | -34.9% |
| All | -7.8% | +53.4% | -61.2% | -20.9% |
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