-21.1%
GIS vs LNT
+148.3%
-169.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -6.4% | -1.0% | -5.3% | -5.9% |
| 30D | -6.1% | -4.2% | -1.9% | -4.4% |
| 3M | +7.8% | -6.7% | +14.5% | +11.0% |
| 6M | -8.8% | -3.6% | -5.2% | -7.5% |
| YTD | -19.1% | +5.9% | -25.0% | -21.3% |
| 1Y | -24.8% | +7.3% | -32.0% | -27.2% |
| 3Y | -37.6% | +46.5% | -84.0% | -47.4% |
| 5Y | -25.4% | +32.5% | -57.9% | -35.3% |
| All | -21.1% | +148.3% | -169.4% | -48.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling