+399.9%
GH vs LNT
+107.8%
+292.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -2.1% | +1.0% | -3.1% | -2.4% |
| 30D | -4.5% | -1.1% | -3.4% | -4.2% |
| 3M | +28.9% | -3.6% | +32.5% | +30.1% |
| 6M | +76.5% | -2.7% | +79.2% | +77.3% |
| YTD | +57.6% | +8.0% | +49.6% | +52.6% |
| 1Y | +167.5% | +10.5% | +157.1% | +156.9% |
| 3Y | +377.4% | +49.6% | +327.8% | +306.0% |
| 5Y | +23.8% | +32.2% | -8.4% | +8.5% |
| All | +399.9% | +107.8% | +292.1% | +283.9% |
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 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