+46.4%
GH vs LNT
+55.9%
-9.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.6% | -2.2% |
| 7D | +0.6% | +1.0% | -0.5% | +0.3% |
| 30D | -6.9% | +9.6% | -16.5% | -9.0% |
| 3M | -4.9% | +5.4% | -10.3% | -6.2% |
| 6M | +54.1% | +3.1% | +50.9% | +52.4% |
| YTD | +48.5% | +16.5% | +32.0% | +41.5% |
| 1Y | +61.2% | +12.3% | +48.8% | +55.3% |
| 3Y | +570.3% | +70.3% | +500.0% | +453.7% |
| All | +46.4% | +55.9% | -9.6% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling