-20.1%
GFS vs LNT
+67.4%
-87.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.7% |
| 7D | +7.4% | +1.0% | +6.3% | +7.3% |
| 30D | -15.3% | +9.6% | -24.9% | -15.7% |
| 3M | -21.1% | +5.4% | -26.5% | -21.3% |
| 6M | -44.5% | +3.1% | -47.6% | -44.8% |
| YTD | +19.2% | +16.5% | +2.7% | +16.0% |
| 1Y | +27.2% | +12.3% | +14.9% | +24.6% |
| 3Y | -20.1% | +70.3% | -90.4% | -32.1% |
| All | -20.1% | +67.4% | -87.5% | -32.1% |
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 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