-24.9%
GFS vs LNT
+57.3%
-82.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.3% | +6.2% |
| 7D | -7.8% | +1.4% | -9.3% | -7.9% |
| 30D | -19.7% | +12.3% | -31.9% | -20.4% |
| 3M | -23.1% | +5.3% | -28.4% | -23.4% |
| 6M | -46.4% | +2.0% | -48.4% | -46.7% |
| YTD | +11.0% | +15.3% | -4.2% | +8.0% |
| 1Y | +12.6% | +12.3% | +0.4% | +10.1% |
| 3Y | -24.9% | +59.1% | -84.0% | -33.6% |
| All | -24.9% | +57.3% | -82.2% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling