-2.4%
GFS vs LNT
+41.7%
-44.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | -8.6% | -3.2% | -5.4% | -7.9% |
| 3M | -46.5% | -4.1% | -42.5% | -46.3% |
| 6M | -4.8% | -4.6% | -0.3% | -4.4% |
| YTD | +29.7% | +7.0% | +22.7% | +26.0% |
| 1Y | +35.8% | +8.3% | +27.6% | +31.5% |
| 3Y | -18.3% | +51.0% | -69.3% | -30.0% |
| All | -2.4% | +41.7% | -44.1% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling